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Palomar Holdings, Inc. Common stock PLMR

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Market dataready · fetched 2026-11-12T01:18:09.158Z

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 · 2026-11-11T21:00:02.076070831Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:18:08.636521+00:00

Share price$159.16
1D+0.8%
AH$155.57$156.55$157.53$158.50$159.485:30 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$0.98$3.41$5.83$8.26$10.69$137.95$148.96$159.98$171.00$182.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLMR spot · $159.16PLMR PRICE$1.24$1.47$1.73$2.05$2.37$2.69$3.15$3.75$4.35$4.95$5.55$6.73$8.17$1.48$1.78$2.11$2.56$3.13$3.70$4.26$4.94$5.65$6.37$7.09$8.41$9.99
PutsCheap0.79×
CallsCheap0.47×
SkewBearish+6.34 pp
Implied moveBearish±$7.41
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ169.8246.6%7.5%149.2352.1%7.2%
25Δ167.0841.8%5.9%151.8246.8%5.7%
30Δ164.6837.8%4.6%153.9443.2%4.6%
35Δ163.3436.1%3.9%155.6641.3%3.8%
40Δ162.0134.4%3.3%156.9841.1%3.3%
45Δ160.6832.7%2.6%158.3041.0%2.9%
50Δ159.4931.9%2.2%159.6240.8%2.4%
55Δ158.4531.9%1.9%160.8940.2%2.0%
60Δ157.4131.9%1.6%162.1439.3%1.7%
65Δ156.3731.9%1.4%163.3838.5%1.3%
70Δ155.3431.9%1.1%164.6337.7%1.0%
75Δ153.8432.9%0.9%166.3337.9%0.8%
80Δ152.1234.4%0.7%168.2438.7%0.6%

20Δ

Calls
Pseudo strike
169.82
IV
46.6%
B/E move
7.5%
Puts
Pseudo strike
149.23
IV
52.1%
B/E move
7.2%

25Δ

Calls
Pseudo strike
167.08
IV
41.8%
B/E move
5.9%
Puts
Pseudo strike
151.82
IV
46.8%
B/E move
5.7%

30Δ

Calls
Pseudo strike
164.68
IV
37.8%
B/E move
4.6%
Puts
Pseudo strike
153.94
IV
43.2%
B/E move
4.6%

35Δ

Calls
Pseudo strike
163.34
IV
36.1%
B/E move
3.9%
Puts
Pseudo strike
155.66
IV
41.3%
B/E move
3.8%

40Δ

Calls
Pseudo strike
162.01
IV
34.4%
B/E move
3.3%
Puts
Pseudo strike
156.98
IV
41.1%
B/E move
3.3%

45Δ

Calls
Pseudo strike
160.68
IV
32.7%
B/E move
2.6%
Puts
Pseudo strike
158.30
IV
41.0%
B/E move
2.9%

50Δ

Calls
Pseudo strike
159.49
IV
31.9%
B/E move
2.2%
Puts
Pseudo strike
159.62
IV
40.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
158.45
IV
31.9%
B/E move
1.9%
Puts
Pseudo strike
160.89
IV
40.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
157.41
IV
31.9%
B/E move
1.6%
Puts
Pseudo strike
162.14
IV
39.3%
B/E move
1.7%

65Δ

Calls
Pseudo strike
156.37
IV
31.9%
B/E move
1.4%
Puts
Pseudo strike
163.38
IV
38.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
155.34
IV
31.9%
B/E move
1.1%
Puts
Pseudo strike
164.63
IV
37.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
153.84
IV
32.9%
B/E move
0.9%
Puts
Pseudo strike
166.33
IV
37.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
152.12
IV
34.4%
B/E move
0.7%
Puts
Pseudo strike
168.24
IV
38.7%
B/E move
0.6%

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%