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PLTR

Palantir Technologies Inc.Close $165.86EOD only
Max Pain
$170.00
Next expiry Sep 11, 2026
Expected Move
±$3.84
2.3% from close
Price Gap
+4.14
Distance to max pain
IV Rank
21
Low premium
P/C OI
1.03
Balanced positioning
Consensus
6.5/10
Bullish tilt
Published snapshot: Sep 10, 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 10, 2026 close
PLTR Theta Report
Analysis based on market close June 11, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from June 11, 2026. A newer theta report is available for June 29, 2026.

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Theta Verdict

Attractiveness6 / 10
Sizing: Moderate
Primary: Short call vertical spreads
Invalidation: Spot breaks above $140 resistance or VIX drops below 15
Confidence:
5 / 10
base 5; -0.5 spot 3.6% from MP; +0.5 VIX 19

IV Environment

IV Regime
High
IV vs VIX
IV at 68.8% significantly above VIX 19.44, implying rich premium
Favorable?
Yes

Term structure: Near-term IV elevated, especially 1d calls at 86%, 7d calls at 135%; term structure steeply inverted near term

📈IV rank high, premium selling attractive but watch gamma risk near expiration

Pin Risk Assessment

Spot vs MP: Below

GEX regime: Trending ($-39.6M)

Gamma flip: ~$120.00 — Approx — based on put OI concentration of 24,937 (8.5% below spot)

OI concentrations: Max pain: $136 (1d), $130 (7d), $139 (15d); Put OI wall at $120-$120; Call OI wall $140-170

Verdict: Multiple pin levels with high call OI above, put floor at $120; gamma risk elevated near expiry

Premium Opportunities

#1
Put credit spread
Sell 2026-07-17 $130.00/$125.00 put spread
Sells 130/125 put spread to collect elevated premium with defined risk.
Credit: $1.98-$2.42
Max loss: $2.58
BE: $127.58
Mgmt: Close at 50% max gain or if spot breaches $130 invalidation.

Risk Alerts

!High call IV skew suggests elevated demand for upside protection
!Negative dealer gamma (-$39.6M) may amplify moves
!Spot below max pain $136, potential pin action at expiration
How to Use These Reports
This theta reflects the market close on June 11, 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.