Options / Tickers / PLTR
Palantir (PLTR)
Is protection on Palantir cheap or dear today, where has the money been placed, how did the past month play out, and how did the judgments we filed on Palantir settle? Updated after every close, with right and wrong judgments alike left on the record.
Data date 10.07 · close 192.08 (—) · −7.44% from the 52-week high
Where it stands today
Where one-month protection (30-day implied volatility) sits within its past-year range, 0 the cheapest and 100 the dearest. Protection on Palantir is now in the pricier part of the past year.
The 30-day sits 1.80 points above the one-year: something near-term is being priced on its own.
Centred on the previous close of 192.07, option prices imply 186.76 to 197.38 at this week's expiry. A close outside it at expiry means the option sellers lose.
Calls outtraded puts. It counts contracts, not direction: a put buyer may be insuring shares they own.
Levels from high to low, with distance from the close:
| Call wall | 200 | +4.12% | The strike with the most call open interest: an upside target someone has already made a down payment on. |
| Expected move, high | 197.38 | +2.76% | Centred on the previous close: the implied top at this week's expiry. |
| Close | 192.08 | ||
| Put wall | 190 | −1.08% | The strike with the most put open interest: protection someone already paid for. |
| Expected move, low | 186.76 | −2.77% | Centred on the previous close: the implied bottom at this week's expiry. |
| Flip level | 173.64 | −9.60% | Above it, dealer hedging damps moves; below it, hedging amplifies them. |
Data date 10.07. Updated once after each trading day's close; spot is the official close.
The last 30 trading days
Close, flip level, put wall and call wall, day by day: which side of the walls price is on, and whether the walls moved.
One-year and 30-day implied vol, day by day. The short line jumping while the long line holds means only the near-term event is being repriced; the long line rising too means the whole story is.
Shown: the last 30 trading days. Earlier records are in Chapter V (walls) and Chapter VII (implied vol) of the options page.
Today's big prints
No Palantir contract made today's leaderboard.
Data date only. The board for every name is in Chapter IV of the options page.
Every case we filed on it
Each judgment is written down with its test before the fact, settled by that test, and left standing when wrong. These are all the cases that name Palantir, none removed. Open one for the original filing.
09.02The 09.11 call cluster is a position opened that day rather than turnover in an old oneRight
Right. Sediment was positive at all five strikes with a median of 59.4%: open interest rose 534 against 1,692 traded at 167.5, 6,142 against 10,734 at 170, 4,440 against 5,540 at 172.5, 7,851 against 12,368 at 177.5, and 4,866 against 8,188 at 182.5. The cluster stayed on the book; it was not a day trip. No strike reached 1.0, so part of the volume was still turnover — record it as landing in the middle.
09.11 那片看涨集群是当天新开的仓，不是旧仓换手：177.5C 成交 12368 对昨日持仓 360（34.1 倍），170C 10734 对 796（13.3 倍）
Test: 09-03 晨 期权链尺 结算 OI 对上述成交量的比值向 1 靠＝新仓住下、判断成立；比值仍贴近 0＝当日来回、判断不成立。🚫 十档 OI 与结算前基线逐字相同＝未结算＝没测到，不许当否定结论。源只能 期权链尺（行情尺 的 OI 落后一个结算周期，交叉核会得出相反结论）
09.11 那片看涨集群是当天新开的仓，不是旧仓换手——开奖
Test: 09-03 晨 期权链尺 结算 OI 对 09-02 成交量的比值向 1 靠＝新仓住下；仍贴近 0＝当日来回。未结算（十档与基线逐字相同）＝没测到，不许当否定结论
Result: 对。**五档沉淀率全为正、中位 59.4%**：167.5C ΔOI +534/成交1,692＝31.6% · 170C +6,142/10,734＝57.2% · 172.5C +4,440/5,540＝80.1% · 177.5C +7,851/12,368＝63.5% · 182.5C +4,866/8,188＝59.4%。⇒ 判据里的「向 1 靠」成立，**新仓住下，不是当日来回**。⚠️ 但没有一档到 1，说明 09-02 那天的成交里仍有相当一部分是换手或平仓 —— 照 AVGO 08-18 先例，**落在中间就照实写落在中间**，不许写成「全部留下」。
Cases for every name are in Chapter III of the options page. The ledger is append-only; a revision is a new row.
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MC.PA
RMS.PA· The one-year percentile and the 30-day and one-year implied vols come from two different sources; each is compared only with its own past, and the two are never spliced together.
· The 30-day and one-year vols are constant-maturity: interpolated between the two nearest expiries to exactly 30 and 365 days, read once before each close.
· A big-print row is one contract's full-day total, not a single trade. Without per-trade timestamps or aggressor side we state premium traded only.
· Every reading is cross-checked against two independent sources and updated once after the close. Raw data is not provided on this site.
· Data and information only; not investment advice; no buy or sell recommendations.
Today's read on this name is in the subscriber email; past issues go public the next day.