Eureka

options premium scanner

PLTR — Palantir Technologies Inc.

Spot

179.94

Realized vol 30d

52.7%

Strategy

cash-secured puts

Next earnings

2026-11-02 71d

Raw 30-day realized vol is 90.4%, inflated 1.72× by the last earnings gap. The ex-earnings figure above is the fair comparison for contracts expiring before the next report.

Best put at each risk tolerance

Profile	Delta band	Expiry	Verdict
conservative	0.05–0.15	— no qualifying contract —	no trade
moderate	0.15–0.25	— no qualifying contract —	no trade
aggressive	0.25–0.40	— no qualifying contract —	no trade

conservative declines

Richest contract in the band prices vol at 1.08x realized, under the 1.10x this profile requires.

moderate declines

Richest contract in the band prices vol at 0.99x realized, under the 1.05x this profile requires.
Implied vol (52%) is below realized vol (53%): you would be selling movement for less than the stock has actually been delivering.

aggressive declines

Richest contract in the band prices vol at 0.98x realized, under the 1.00x this profile requires.
Implied vol (51%) is below realized vol (53%): you would be selling movement for less than the stock has actually been delivering.

Term structure — every expiry, 7 to 92 days

Expiry	DTE	ATM IV	Ern	Strike	Δ	Credit	ARoC	VAY	Unassigned	IV/RV	Γ risk
09-04	12	50%		165	-0.17	1.56	29%	0.56	81%	0.99×	0.026
09-11	19	48%		165	-0.20	2.40	28%	0.57	77%	0.94×	0.025
09-18	26	48%		165	-0.23	3.39	29%	0.59	73%	0.94×	0.023
09-25	33	48%		165	-0.25	4.28	29%	0.59	70%	0.94×	0.021
10-02	40	49%		160	-0.21	3.83	22%	0.44	74%	0.96×	0.017
10-16	54	49%		150	-0.15	3.09	14%	0.27	80%	0.99×	0.012
11-20	89	57%	⚠	140	-0.15	4.86	15%	0.25	77%	0.66×	0.008

Annualized return is not neutral across the term: at constant delta a short-dated contract annualizes far higher simply because a small credit over a few days extrapolates hugely. Γ risk — the delta change per 1% move — shows what the short end costs you.

Timing

02:31 EDT · weekend

Market is closed. Quotes are last week's close.

Freshly scanned. Generated 2026-08-23 06:31 UTC. JSON

Screening output only — not investment advice. Quotes are delayed roughly 15 minutes and can be stale; verify everything with your broker before trading. Selling options carries risk of substantial loss: a cash-secured put can leave you owning a falling stock, and a covered call caps your upside. Nothing here accounts for your portfolio, position sizing, or circumstances.