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Palantir Technologies — Historical IV crush pattern, win rate, and edge score
Palantir Technologies (PLTR) operates in the Information Technology sector and has actively traded listed options. Across 12 earnings events, sellers won 75% of the time. The implied-to-actual ratio sits at 0.95x — the market prices PLTR earnings moves fairly. This is a strong event-driven setup for short-volatility positioning around earnings. See Premium Selling for the full trade verdict.
Implied vs Actual Earnings Moves
Neutral conditions — be selective.
Implied and actual moves are roughly aligned. Edge is marginal — prefer defined-risk or smaller size.
How to read this page
Crush % = (Pre-earnings IV − Post-earnings IV) / Pre-earnings IV × 100Historical IV levels before and after each earnings announcement
ORATS historical earnings data, minimum 5 quarters required
Past crush patterns do not predict future results. Sample sizes under 8 quarters have lower statistical reliability. Company fundamentals, guidance, and macro context change between earnings.
PLTR may be attractive for premium selling between earnings cycles — standard VRP and IV Rank signals apply.
See current premium signal →PLTR actual earnings moves have historically exceeded implied — selling premium through the event carries elevated risk.
This page — historical earnings analysis ↓Bottom line: Despite consistent IV crush, PLTR's actual earnings moves have historically exceeded implied. Premium selling through earnings has been a losing strategy — consider long-vol structures or staying out of the event entirely.
| Quarter | Implied | Actual | Crush | Result |
|---|---|---|---|---|
| Q1 2026 | ±3.1% | +0.8% | --5% | WIN |
| Q4 2025 | ±3.3% | +3.0% | --2% | WIN |
| Q3 2025 | ±3.5% | +3.8% | -3% | LOSS |
| Q2 2025 | ±4.2% | +0.7% | --1% | WIN |
Showing 4 of 12 · Short ATM straddle, close-to-close
Unlock all 12 quarters →Based on 12 quarters of PLTR earnings data
Short ATM Straddle
Sell both call + put at-the-money
Stock stayed within expected move 75% of the time — edge favors premium sellers.
Long ATM Straddle
Buy both call + put at-the-money
Stock stayed within expected move 75% of the time — long premium has been unprofitable more often than not.
Avg Implied
±3.7%
Avg Actual
±3.9%
Quarters
12
Proxy only: Based on actual stock move vs ATM implied move around earnings. Not actual options P&L — excludes premiums, fees, execution, and strike-specific pricing.
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Palantir Technologies has delivered an IV crush in 75% of its last 12 earnings cycles — one of the most reliable crush patterns in the options market. When a stock consistently crushes IV after earnings, it means the options market systematically overprices the expected move, giving premium sellers a repeatable edge. Palantir Technologies's average crush magnitude of -1.4% means that roughly one-quarter to one-third of pre-earnings IV evaporates overnight. For earnings premium sellers, this track record is the most important factor in deciding whether to trade through the announcement.
Palantir Technologies's earnings crush analysis examines how the stock's actual post-earnings move compares to what options implied. With a win rate of 75.0% and average crush of -1.4%, premium sellers can assess whether the earnings event historically overprices or underprices the gap move. This historical pattern is one of the strongest predictors of future earnings options behavior.
Palantir Technologies's earn effect of 3.21× ranks among the highest in its sector, meaning the stock's post-earnings gap significantly exceeds normal daily moves. High earn effect stocks are the most impactful events on the options calendar — IV ramps sharply in the 1-2 weeks before, and the crush (or expansion) after is dramatic. For premium sellers targeting Palantir Technologies's earnings, the large earn effect means more premium is available to collect, but the risk of a move exceeding the expected range is correspondingly higher. Defined-risk structures are essential.
Palantir Technologies has delivered an IV crush (actual move smaller than implied move) in 75.0% of its last 12 earnings cycles. This is one of the more reliable crush patterns, making Palantir Technologies a strong candidate for earnings premium selling strategies.
Palantir Technologies's average post-earnings IV crush is -1.4%. This relatively small crush means limited premium available to capture — transaction costs and slippage can eat into thin margins.
Palantir Technologies's earn effect of 3.21× reflects the magnitude of gap moves around announcements relative to normal daily moves. High earn effect stocks are typically those with significant revenue sensitivity to quarterly results (e.g., guidance revisions, subscriber/user metrics), binary catalysts beyond just EPS (FDA approvals, contract wins), or concentrated institutional positioning that creates outsized reactions. For premium sellers, high earn effect means both more premium available AND more risk per event.
IV crush is the rapid decline in implied volatility immediately after an earnings announcement. Before earnings, uncertainty drives IV higher because the market prices in potential for a large move. After the news drops, uncertainty resolves and IV collapses — typically within hours. For Palantir Technologies, the average crush of -1.4% means options lose roughly that percentage of their time value post-announcement. Premium sellers profit from this by selling options at inflated pre-earnings prices and buying them back (or letting them expire) after the crush deflates their value.
Palantir Technologies's next earnings is approximately 32 days away. The optimal entry window for earnings premium strategies is typically 7-14 days before the announcement, when IV begins its pre-earnings ramp but hasn't peaked yet. Entering too early means holding through unnecessary time decay risk; entering too late (1-2 days before) means paying peak IV prices with minimal additional ramp. Monitor Palantir Technologies's IV Rank and VRP in the 2-3 weeks leading up to the event to time your entry.