A brief investigation into the mechanics of a recurring PLTR gamma squeeze will eventually be launch

PLTR: Coincidence or a Repeated MM/Options Manipulation Pattern?

I can easily imagine the same players working together — or at least moving in the same direction — to create a recurring cycle: pressure PLTR down, accumulate calls while volatility is depressed, push the stock higher, let dealers' hedging amplify the move, then cash out on the calls. And then do it again.

Push the stock down → load up on cheap calls → trigger the rebound → let dealer gamma hedging do the heavy lifting → sell into the volatility spike → repeat.

Coincidence? Independent strategies? Or a well-oiled machine designed to extract money from volatility? I don't claim to have proven it. I'm saying the pattern deserves to be investigated.

The SEC's whistleblower compensation program offers substantial financial rewards (up to 30% of fines collected). An engineer or trader at a market maker or hedge fund who provides algorithmic logs or evidence of collusion (spoofing, wash trading) is the most direct way to trigger a targeted federal investigation.