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PLTR

Palantir Technologies Inc.Close $174.33EOD only

Max Pain

$172.50

Next expiry Sep 11, 2026

Expected Move

±$8.00

4.6% from close

Price Gap

-1.83

Distance to max pain

IV Rank

Low premium

P/C OI

1.04

Balanced positioning

Consensus

6.5/10

Bullish tilt

Published snapshot: Sep 4, 2026 close

End-of-day snapshot

This page reflects PLTR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Sep 4, 2026 close

PLTR Theta Report

Analysis based on market close April 22, 2026

Directional Theta Gang Flow Earnings Consensus

Historical consensus-supported lens with full content, report chain context, and metric rail.

You are viewing an older report from April 22, 2026. A newer theta report is available for June 29, 2026.

View latest report

Theta Verdict

Confidence:

7.5 / 10

base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 6.7% from MP; +0.5 VIX 19

IV Environment

IV Regime

High

IV vs VIX

Stock ATM IV ~44–70% vs VIX 18.9 — elevated idiosyncratic IVs with short-dated put skew

Favorable?

Term structure: Front-week puts extremely bid (2d put IV 131%), term curve inverted at near-dates then normalizes out to ~54–56%

⚠️Extreme 2d put skew raises tail risk into 4/24

📈Dealer GEX +$116.8M suggests convexity support near spot

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+116.8M)

Gamma flip: ~$120.00 — Approx — based on put OI concentration of 22,601 (21.4% below spot)

OI concentrations: Put OI concentrated ~21% below spot; max-pain cluster $140–$143 across nearby expiries

Verdict: High pin risk into listed expiries (4/24,5/1,5/8); could anchor spot and steepen short-dated skew

Premium Opportunities

Risk Alerts

!Short-dated put IV spike (2d put IV 131%) — large assignment/tail risk

!Spot breach under $140 invalidates neutral premium thesis

!Rapid VIX rise or dealer GEX flip to negative increases gamma squeeze risk

How to Use These Reports

This theta reflects the market close on April 22, 2026.

What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.