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Palomar Holdings, Inc. Common stock PLMR

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Market datapartial · fetched 2026-10-22T23:27:41.061Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:02.859096361Z

FundamentalsAlpha Vantage · unavailable

Share price$144.53
1D+3.1%
AH$140$141$143$144$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$1.33$6.05$10.77$15.49$20.21$116.47$128.82$141.17$153.53$165.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLMR spot · $144.53PLMR PRICE$1.84$2.34$2.87$3.56$4.24$5.09$5.94$7.02$8.27$9.62$11.44$13.39$15.97$2.19$2.89$3.65$4.44$5.41$6.45$7.53$8.64$9.76$10.91$12.06$15.47$18.85
PutsExpensive1.46×
CallsExpensive1.25×
SkewBearish+1.53 pp
Implied moveBearish±$13.47
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ162.2642.9%13.5%131.2445.0%10.7%
25Δ158.2740.8%11.1%134.2244.5%9.1%
30Δ154.5839.1%8.9%136.8443.8%7.9%
35Δ152.2739.0%7.8%139.3443.1%6.7%
40Δ149.9638.8%6.7%141.6342.9%5.8%
45Δ147.9238.8%5.9%143.8443.0%4.9%
50Δ145.8738.8%5.0%146.0242.7%4.2%
55Δ143.8139.3%4.4%148.1641.9%3.5%
60Δ141.7240.2%3.8%150.2841.0%2.8%
65Δ139.5541.1%3.2%152.2639.5%2.2%
70Δ137.0342.3%2.7%154.2338.0%1.6%
75Δ134.3843.7%2.2%158.1341.5%1.3%
80Δ131.1645.3%1.8%162.0043.3%1.0%

20Δ

Calls
Pseudo strike
162.26
IV
42.9%
B/E move
13.5%
Puts
Pseudo strike
131.24
IV
45.0%
B/E move
10.7%

25Δ

Calls
Pseudo strike
158.27
IV
40.8%
B/E move
11.1%
Puts
Pseudo strike
134.22
IV
44.5%
B/E move
9.1%

30Δ

Calls
Pseudo strike
154.58
IV
39.1%
B/E move
8.9%
Puts
Pseudo strike
136.84
IV
43.8%
B/E move
7.9%

35Δ

Calls
Pseudo strike
152.27
IV
39.0%
B/E move
7.8%
Puts
Pseudo strike
139.34
IV
43.1%
B/E move
6.7%

40Δ

Calls
Pseudo strike
149.96
IV
38.8%
B/E move
6.7%
Puts
Pseudo strike
141.63
IV
42.9%
B/E move
5.8%

45Δ

Calls
Pseudo strike
147.92
IV
38.8%
B/E move
5.9%
Puts
Pseudo strike
143.84
IV
43.0%
B/E move
4.9%

50Δ

Calls
Pseudo strike
145.87
IV
38.8%
B/E move
5.0%
Puts
Pseudo strike
146.02
IV
42.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
143.81
IV
39.3%
B/E move
4.4%
Puts
Pseudo strike
148.16
IV
41.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
141.72
IV
40.2%
B/E move
3.8%
Puts
Pseudo strike
150.28
IV
41.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
139.55
IV
41.1%
B/E move
3.2%
Puts
Pseudo strike
152.26
IV
39.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
137.03
IV
42.3%
B/E move
2.7%
Puts
Pseudo strike
154.23
IV
38.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
134.38
IV
43.7%
B/E move
2.2%
Puts
Pseudo strike
158.13
IV
41.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
131.16
IV
45.3%
B/E move
1.8%
Puts
Pseudo strike
162.00
IV
43.3%
B/E move
1.0%

Options history

No recorded observations