PLTRPalantir Technologies Inc. Class A Common Stock
PLTR Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
PLTR Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 91.2% — elevated vs history
IV/HV 0.95x — IV ≤ HV
Sector percentile 67% — above sector median
Front/Back 0.78x — contango
Put/Call IV 1.16x — elevated
ATM IV 48.5% — normal range
Effective IV 53.8% (ATM 48.5% + spread 2.7% + bias) — good value
Total drag 5.76% (spread 2.66% + slippage 3.10%) — high friction
Vega efficiency 0.00 (vega 0.000 / spread 2.66%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +0% (neutral) — Raw: -2%
|OI skew| 1.0% — balanced
Vol skew +11.8%, OI skew -1.0% — divergent (opposite)
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: -6%, ATM: +3%, OTM: -7% — neutral (ITM/ATM divergent)
Sector P/C percentile 68% — bearish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.8x avg — normal
Vol/OI 10.1% — normal turnover
1 day(s) elevated — may be one-day event
OI change -0.4% (5d) — stable
Sector activity percentile 65% — active vs sector
Large trade volume 21% — mixed
Aggressive execution 49% — patient
Conviction +0 (bullish) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 2.7% — acceptable
OI 3,693,959 — deep
Volume 372,792/day — active
$0.13 to cross — cheap
19 liquid strikes — good coverage
Sector spread percentile 67% — wider than sector
Depth 192.2 contracts (bid:88.8 ask:103.4) — adequate
Avg slippage 3.10% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -21.7% — contango
IV percentile 91% — seller opportunity
IV kink -7.5pts — no clear event
θ/ν ratio 1.00 — favors mixed
5 liquid expirations — flexible
HIGH RISK: FOMC in 2d (HIGH)
Spread ratio 1.00x — stable
Flow +0% @ 50% consistency — unclear
Score 51 (ITM 20% + inst 21%) — moderate institutional
Directional Strategy Fit
For educational purposes only. Not investment advice.
The Options Desk tracks the move options price into every US earnings report the week of Sep 14, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.