PLMR as of Oct 31 · 21:10 ET

PLMRNasdaqFire, Marine & Casualty Insurance

Palomar Holdings, Inc. · Brief

Next report

4 days

Nov 5 · after closeest.Q3 FY26

Earnings

Expected move

Inputs

±6.9%implied · report alone

130.61150.03

straddle ±8.5%

spot 140.32exp Nov 20ATM strike 140ATM straddle 13.95IV 52%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

3 of 8≥ implied

avg implied: ±7.8%
avg realized: ±6.0%

Nov 4 '24±7.7%▲+2.07%×0.27

Feb 12 '25±6.7%▲+14.73%×2.21

May 5 '25±7.7%▲+0.41%×0.05

Aug 4 '25±8.5%▼−14.65%×1.73

Nov 6 '25±7.9%▲+8.72%×1.10

Feb 11 '26±7.1%▼−3.52%×0.49

Q1 FY26±8.4%▲+2.55%×0.30

Q2 FY26±8.3%▼−1.55%×0.19

quarterimplied−15%0+15%realized×

Q2 FY26±8.3%▼−1.55%×0.19

Q1 FY26±8.4%▲+2.55%×0.30

Feb '26±7.1%▼−3.52%×0.49

Nov '25±7.9%▲+8.72%×1.10

Aug '25±8.5%▼−14.65%×1.73

May '25±7.7%▲+0.41%×0.05

2 older reports

Feb '25±6.7%▲+14.73%×2.21

Nov '24±7.7%▲+2.07%×0.27

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 5 report · est.

Bull2 of 3

6disclosed supplier and customer ties in SEC filingsSEC filings

340managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2

4tracked funds holding PLMRN-PORT · Aug 31 '26

7 of 24of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Sep 28 '26once per report · top 2 per case

Linked exposure

PLMR report session

No linked exposure.

Latest changes

30 daysAll changes

Oct 22impliedImplied move: ±7.8% into Nov 5 earnings (Oct 22 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.