Palantir Technologies Inc PLTR 171.7 -3.7 -2.11% Regime: Vol Expansion (83%)
Expected move
November 04, 2026 close · $171.41| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.5% ±$4.34 | $167.08 – $175.75 | $166.22 – $176.61 | $162.12 – $180.71 |
| 2 sessions | ±3.5% ±$6.02 | $165.40 – $177.43 | $164.11 – $178.72 | $158.42 – $184.41 |
| 3 sessions | ±4.3% ±$7.31 | $164.10 – $178.73 | $162.67 – $180.16 | $155.82 – $187.01 |
| 1 week | ±5.3% ±$9.06 | $162.36 – $180.47 | $160.36 – $182.47 | $152.15 – $190.68 |
| 2 weeks | ±7.2% ±$12.40 | $159.02 – $183.81 | $156.07 – $186.76 | $144.97 – $197.86 |
| 3 weeks | ±8.8% ±$15.03 | $156.38 – $186.45 | $152.73 – $190.10 | $139.65 – $203.18 |
| 1 month | ±10.2% ±$17.47 | $153.95 – $188.88 | $149.61 – $193.22 | $134.39 – $208.44 |
Earnings: priced against what happened
Average implied move
±12.04%
Average actual move
12.68%
Beyond the implied move
2 / 7
Median IV change
-34.52%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| November 03, 2026 | ±12.63% | -1.65% | 0.13× | — |
| August 04, 2026 | ±11.92% | +29.45% | 2.47× | 94.4% → 84.8% |
| May 05, 2026 | ±9.59% | -6.93% | 0.72× | — |
| February 03, 2026 | ±10.29% | +6.85% | 0.67× | — |
| August 05, 2025 | ±11.69% | +7.85% | 0.67× | 92.8% → 57.0% |
| May 06, 2025 | ±14.18% | -12.05% | 0.85× | 113.7% → 69.9% |
| February 04, 2025 | ±13.97% | +23.99% | 1.72× | 111.9% → 77.8% |