02 // Options Lab
PLTR $154.49
CBOE delayed · 20 expiries · 2,524 contracts · IV30 59.1% · r = 3.99%
Volatility smile
F = $154.97 · ATM 99.4% · move ±4.1%
ATM volatility term structure
Option chain
Loading 2026-11-06 chain…
Pricer — engine comparison
BSM analytic vs Leisen–Reimer American (301 steps) vs Monte Carlo (60k antithetic paths), computed in your browser.
BSM (European)
$2.98
LR American
$2.98
EEP $0.00
Monte Carlo
$2.99
± $0.03 (95%)
| Delta | 0.4871 |
| Gamma | 0.04961 |
| Vega (per vol pt) | 0.0322 |
| Theta (per day) | -1.6211 |
| Rho (per rate pt) | 0.0020 |
| Vanna | 0.0339 |
| Volga | 0.0089 |
| Digital (cash-or-nothing $1) | $0.4662 |
| Risk-neutral P(ITM) | 46.6% |