Regrettably, with only one (possible) exception, we do not.

There is really only one text that discusses astronomical knowledge in any detail - AM 624 4to, composed around 1500. This very young text is an encyclopedia, or Alfrǿði, that includes discussion of the planets (known either as ágǽtisstjörnur or Plánetur). Unsurprisingly, given the date of composition, the names it uses for the five planets that are visible with the bare eye (Mercury, Venus, Mars, Jupiter, and Saturn) are..... Mercurius, Venus, Mars, Iupiter, and Saturnus. Snorri Sturluson (d. 1240) does briefly mention the planets and stars as "lights" (elding) in the Prose Edda, but he doesn't describe or name them, they're something that are created and then never brought up again.

It's not exactly a surprise, however, that any old Germanic words for the planets are lost. Writing, in a very substantive way, is something that only becomes popularized with the adoption of the Latin alphabet, and therefore Christianity (before runestones get mentioned, the majority of runestones postdate a substantial Christian presence or conversion and mention Christ or God specifically). Some of the first things to be translated are theological and encyclopedic texts; astronomical compendia are exactly the sort of elite knowledge that gets transmitted in manuscript form particularly easily, and that technical language gets borrowed into Norse, replacing any older names that might have existed. (In the same vein, one might note that the days of the week are in fact all Roman - the ones that appear Norse in English are 1) in fact Old English, not Norse, and 2) calques - translations - of the Roman days of the week.)

The only name for any planet that might be old are the paired terms "aftenstjarna" and "dagstjarna" - evening star and morning star. These are also preserved in late manuscripts, and are themselves well-accepted terms in learned medieval texts, so it's hardly definite, but they are inconsistently applied to Mars and Venus in the corpus. This could be due to an observational error, or it could be an indication that they were not perceived to be different in older periods.

At the end of the day, while it is highly unlikely that Norse peoples were uninterested in looking at the night sky, there are enormous gaps in the surviving impressions in the sagas. The Aurora basically never appears in the sagas, despite being mentioned in a King's Mirror from 13th century Norway (there has been scholarship arguing it is mentioned obliquely, but I'm not totally persuaded by it). Constellations almost never appear, though Gisli Sigurðsson relatively recently argued that the beasts on Yggdrasill, as described in the Prose Edda, are actually accounts of constellations in the Milky Way. The planets appear to suffer a similar absence, being either too unimportant to be mentioned or never having names to begin with.