The at-the-money implied volatility for GraniteShares 2x Long PLTR Daily ETF (PTIR) options expiring Jan 21, 2028 (434 DTE) is 105.4%.
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Implied Volatility Stats
Showing results for 2028-01-21(m), calls & puts
| Expiration Date | Avg IV |
|---|---|
| 2028-01-21(m) calls | 102.24% |
| 2028-01-21(m) puts | 103.62% |
PTIR Volatility Skew FAQ
What is volatility skew?
Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.
What is PTIR's one-year implied volatility range?
Over the past year, PTIR 30-day implied volatility ranged from 1.2% on Jan 12, 2026 to 250.9% on Oct 16, 2026.
How has PTIR implied volatility changed recently?
PTIR 30-day implied volatility went from 114.0% on Oct 15, 2026 to 98.1% on Nov 12, 2026. See the PTIR implied volatility history for a longer view.
Related Charts
IV History
Track implied volatility changes over time