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PLTR Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete PLTR options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around PLTR.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
172.5
Exp: 2026-02-06
Gamma Flip
134.01
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.421
Shows put vs call positioning
IV Skew
-6.03
Put–call IV difference
Max Pain Price Volatility
σ = 25.28
high volatility
Confidence 100%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%

Current DPI is -0.321(bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-02-20 options expiry. 100% confidence

The support levels for PLTR are at 133.45, 130.50, and 109.39, while the resistance levels are at 138.35, 141.30, and 162.41. The pivot point, a key reference price for traders, is at 172.50.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.50), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 1.18% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 130.83 143.07 , corresponding to +5.27% / -3.73% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.


Bullish flow suggests upside interest toward 147.35 (8.42% above spot).

Bearish positioning points to downside pressure toward 127.95 (5.85% below spot).


Options flow strength: 0.82 (0–1 scale). ATM Strike: 136.00, Call: 1.01, Put: 0.59, Straddle Cost: 1.60.


Market signals are mixed and less reliable. The short-term gamma flip is near 132.56 , with intermediate positioning around 134.01 . The mid-term gamma flip remains near 144.46.