IntraAlpha
Create free account Start free

Palomar Holdings, Inc. Common stock PLMR

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-04T04:56:43.858Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T21:00:02.118807678Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:56:42.612338+00:00

Share price$142.21
1D-0.8%
AH$142$143$144$145$1465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPLMR
Sold putSold callAH

Palomar Holdings, Inc. Common stock options

Live interpolated PLMR call and put midpoint premiums by absolute delta.Palomar Holdings, Inc. Common stock$1.26$5.12$8.99$12.85$16.72$122.37$132.17$141.98$151.78$161.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLMR spot · $142.21PLMR PRICE$1.68$2.10$2.61$3.39$4.37$5.35$6.14$6.85$7.72$9.02$10.31$12.49$14.99$2.20$2.78$3.41$4.21$5.02$6.06$7.21$8.31$9.27$10.23$11.61$13.25$15.61
PutsExpensive1.57×
CallsExpensive1.31×
SkewBearish+1.55 pp
Implied moveBearish±$13.35
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ157.6851.8%12.1%128.6260.5%11.1%
25Δ153.7448.0%9.6%131.9757.0%9.2%
30Δ151.1146.9%8.1%134.8254.8%7.6%
35Δ149.0048.2%7.2%137.0654.1%6.6%
40Δ147.2651.3%6.6%139.2553.4%5.6%
45Δ145.5254.5%6.1%141.3853.5%4.8%
50Δ143.5553.8%5.3%143.4754.0%4.2%
55Δ141.4851.4%4.3%145.5153.8%3.5%
60Δ139.4149.9%3.5%147.4051.7%2.9%
65Δ137.3650.3%2.9%149.2849.5%2.2%
70Δ135.3050.8%2.4%151.3948.3%1.7%
75Δ132.5453.3%2.0%153.6347.7%1.3%
80Δ129.5056.4%1.6%156.5248.3%0.9%

20Δ

Calls
Pseudo strike
157.68
IV
51.8%
B/E move
12.1%
Puts
Pseudo strike
128.62
IV
60.5%
B/E move
11.1%

25Δ

Calls
Pseudo strike
153.74
IV
48.0%
B/E move
9.6%
Puts
Pseudo strike
131.97
IV
57.0%
B/E move
9.2%

30Δ

Calls
Pseudo strike
151.11
IV
46.9%
B/E move
8.1%
Puts
Pseudo strike
134.82
IV
54.8%
B/E move
7.6%

35Δ

Calls
Pseudo strike
149.00
IV
48.2%
B/E move
7.2%
Puts
Pseudo strike
137.06
IV
54.1%
B/E move
6.6%

40Δ

Calls
Pseudo strike
147.26
IV
51.3%
B/E move
6.6%
Puts
Pseudo strike
139.25
IV
53.4%
B/E move
5.6%

45Δ

Calls
Pseudo strike
145.52
IV
54.5%
B/E move
6.1%
Puts
Pseudo strike
141.38
IV
53.5%
B/E move
4.8%

50Δ

Calls
Pseudo strike
143.55
IV
53.8%
B/E move
5.3%
Puts
Pseudo strike
143.47
IV
54.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
141.48
IV
51.4%
B/E move
4.3%
Puts
Pseudo strike
145.51
IV
53.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
139.41
IV
49.9%
B/E move
3.5%
Puts
Pseudo strike
147.40
IV
51.7%
B/E move
2.9%

65Δ

Calls
Pseudo strike
137.36
IV
50.3%
B/E move
2.9%
Puts
Pseudo strike
149.28
IV
49.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
135.30
IV
50.8%
B/E move
2.4%
Puts
Pseudo strike
151.39
IV
48.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
132.54
IV
53.3%
B/E move
2.0%
Puts
Pseudo strike
153.63
IV
47.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
129.50
IV
56.4%
B/E move
1.6%
Puts
Pseudo strike
156.52
IV
48.3%
B/E move
0.9%

Options history

IV · four-Friday blend41.15%
Daily EOD
PLMR36.4%38.9%41.5%2026-10-19: 37.59%2026-10-20: 37.27%2026-10-21: 37.80%2026-10-22: 36.72%2026-10-23: 38.28%2026-10-26: 39.01%2026-10-27: 39.81%2026-10-28: 39.78%2026-10-29: 40.09%2026-10-30: 41.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.59%
37.27%
37.80%
36.72%
38.28%
39.01%
39.81%
39.78%
40.09%
41.15%