PLTRPalantir Technologies Inc. Class A Common Stock
Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $294.9B|NASDAQ
● 2026-07-30$123.00
NEUTRAL
Analysis: 2026-07-29 EOD data
1Y -22.5%YTD -26.7%7D -0.3%
Options Vol
250,627
30D
Implied Move
±22.2%
IV Rank
52%
PLTR Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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PLTR Gamma Walls
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Value
Is IV priced right?
3.5
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks3/9 checks passed
IV Rank
≤35%IV Rank 79.8% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.43x — IV premium over HV
Sector Relative≤50%
Sector percentile 48% — below sector median
Term Structure
<1.1xFront/Back 2.16x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 79.0% — normal range
Spread-Adjusted Value
<80%Effective IV 84.3% (ATM 79.0% + spread 2.6% + bias) — expensive
Execution Efficiency
<3.0%Total drag 4.03% (spread 2.64% + slippage 1.39%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.00 (vega 0.000 / spread 2.64%) — spread drag
Sentiment
Bullish or bearish?
6.1
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Weak signal (Conviction: +0%, Raw: +0%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +0% (neutral) — Raw: +0%
OI Skew Magnitude
≥15%|OI skew| 3.9% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +26.6%, OI skew +3.9% — aligned
Conviction Quality
≥2/3 conditions0-DTE 63%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +7%, ATM: +0%, OTM: -3% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 40% — bullish vs sector
Activity
Unusual activity?
2.7
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 0.5x avg — normal
Turnover Rate
≥15%Vol/OI 7.2% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change -1.2% (5d) — stable
Sector Relative≥60%
Sector activity percentile 43% — neutral vs sector
Trade Quality
≥30%Large trade volume 18% — mixed
Execution Urgency
≥60%Aggressive execution 37% — patient
Flow Conviction
≥30Conviction +0 (bullish) — mixed
Liquidity
Can I trade efficiently?
7.4
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks5/8 checks passed
Tradeable Spread
≤5.0%Spread 2.6% — acceptable
Adequate OI
≥10,000OI 3,468,182 — deep
Active Volume
≥500Volume 250,627/day — active
Reasonable Cost
≤$0.50$0.13 to cross — cheap
Strike Coverage
≥5 strikes2 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 48% — neutral vs sector
Order Book Depth
≥100 contractsDepth 169.89999999999998 contracts (bid:83.1 ask:86.8) — adequate
Execution Quality
<1.0%Avg slippage 1.39% — fair
Timing
Is now a good time?
6.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +115.8% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 80% — seller opportunity
Event Detection
≥10pts kinkIV kink 61.1pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.00 — favors mixed
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: Earnings in 4d (elevated risk)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +0% @ 50% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 48 (ITM 20% + inst 18%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.5
bullishIV expensive, bullish flow
Long Puts4.7
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.6
bullishIV rich premium, bullish flow
Covered Call5.8
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.