Bull Call Spreads on High-Beta Names
Bull Call Spread54 trades pass on PLTR
- Return on risk
- 100.0% to 396.9%
- Probability of profit
- 26.4% to 47.0%
Palantir Technologies Inc. · Technology
In the app, stock prices are live and options data is refreshed intraday.
PLTR last closed at $167.99 with 30-day implied volatility of 50.8%. That is in the lower half of its one-year range (IV rank 33), so premiums are on the modest side for PLTR. Measured by IV percentile, IV is higher than 46% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $23.78, or 14.2%.
The price is above its 200-day moving average (+9.3%) but below its 50-day (-9.1%), a pullback inside a longer uptrend. It is 19.6% below its 52-week high and 56.6% above its 52-week low. The 14-day RSI of 39.5 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $8.83, about 5.3% of the price, a measure of a typical day's range.
Option volume at the close (227K contracts) was 0.7x its average, quieter than usual. A beta of 1.84 means PLTR has tended to move about 1.8 times as much as the broad market. 4 of our preset screens found trades on PLTR at the close, led by Bull Call Spreads on High-Beta Names with 54 trades.
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Nov 20, 20267 days | 56.4% | ±$13.11 (7.8%) | $154.88 to $181.10 | $10.45 |
| Dec 11, 202628 days | 51.1% | ±$23.78 (14.2%) | $144.21 to $191.77 | $19.08 |
| Jan 15, 202763 days | 49.5% | ±$34.54 (20.6%) | $133.45 to $202.53 | $27.58 |
| Feb 19, 202798 days | 55.4% | ±$48.23 (28.7%) | $119.76 to $216.22 | $38.35 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Counts and ranges for PLTR from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.
54 trades pass on PLTR
35 trades pass on PLTR
12 trades pass on PLTR
4 trades pass on PLTR
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.