AInvestOption Pilot Program
Options/PLTW
P

PLTWRoundhill PLTR WeeklyPay ETF

Options Analysis Report
AUM $144M|BATS
● 2026-08-31$26.12
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y -39.4%YTD -25.5%7D +7.1%
5
30D
±8.6%
3%

PLTW Options Overview

IV is elevated with bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

4.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
Loading score history...

PLTW Gamma Walls

Loading gamma walls...

Value

Is IV priced right?

5.4
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 83.3% — elevated vs history

<1.05x

IV/HV 0.50x — IV ≤ HV

Sector Relative≤50%

Sector percentile 90% — above sector median

<1.1x

Front/Back 0.83x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 60.1% — normal range

<80%

Effective IV 206.1% (ATM 60.1% + spread 73.0% + bias) — expensive

<3.0%

Total drag 78.28% (spread 73.02% + slippage 5.26%) — high friction

≥5.0

Vega efficiency 0.48 (vega 3.509 / spread 73.02%) — spread drag

Sentiment

Bullish or bearish?

3.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -100%, Raw: -100%)
|net sentiment| ≥25%

Conviction-weighted: -100% (strong bearish) — Raw: -100%

≥15%

|OI skew| 30.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +100.0%, OI skew +30.0% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -100%, ATM: -100%, OTM: +0% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 50% — neutral vs sector

Activity

Unusual activity?

2.9
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.1x avg — normal

≥15%

Vol/OI 0.6% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +4.9% (5d) — building

Sector Relative≥60%

Sector activity percentile 20% — quiet vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 25% — patient

≥30

Conviction -100 (bearish) — strong conviction

Liquidity

Can I trade efficiently?

2.1
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks1/8 checks passed
≤5.0%

Spread 73.0% — wide

≥10,000

OI 900 — thin

≥500

Volume 5/day — thin

≤$0.50

$3.65 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 93% — much wider than sector

≥100 contracts

Depth 739.8 contracts (bid:398.0 ask:341.8) — deep

<1.0%

Avg slippage 5.26% — poor

Timing

Is now a good time?

7.0
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -16.8% — contango

<30 or >70

IV percentile 83% — seller opportunity

≥10pts kink

IV kink 0.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 594.76 — favors income trades

≥3 expirations

2 liquid expirations — limited

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -100% @ 100% consistency — STRONG directional (bearish)

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls4.3
bullishIV fair, bearish flow
Long Puts5.7
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put3.9
bullishIV fair, bearish flow
Covered Call5.3
bearishIV fair, bearish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, 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.

More on PLTW

PLTW gamma wallsPLTW max painPLTW IV rankPLTW options flow