How often does Palomar move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

PLMRNasdaqFire, Marine & Casualty Insurance

Palomar Holdings, Inc. (PLMR) earnings date, market-implied expected move, and options open interest by expiry

150.50

+6.46 · +4.49%

Regular session13:01 ET

Open148.61Volume292,812Mkt cap$3.7BP/E19.62EPS7.67Div yield0.32%

Day146.75 – 160.8327%52-wk100.46 – 147.11100%

PLMR

Palomar Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 10

after close · in 97 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

after close

confirmedNov 4 closethin chain

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+3.26%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

340 managers

Top fund weight

0.10%

PLMR weight · IWM

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Palomar (PLMR) is expected to report on Feb 10 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

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

Nov 4 '24Nov 4 '24confirmed±7.7%▲+2.07%×0.27

Feb 12 '25Feb 12 '25confirmed±6.7%▲+14.73%×2.21

May 5 '25May 5 '25confirmed±7.7%▲+0.41%×0.05

Aug 4 '25Aug 4 '25confirmed±8.5%▼−14.65%×1.73

Nov 6 '25Nov 6 '25confirmed±7.9%▲+8.72%×1.10

Feb 11 '26Feb 11 '26confirmed±7.1%▼−3.52%×0.49

Q1 FY26May 6 '26confirmed±8.4%▲+2.55%×0.30

Q2 FY26Aug 4 '26confirmed±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

Implied vs realized

Positioning

OI · 4 expiries · Nov 4 close

0.41OI · 4 expiries · Nov 4 closeP/C open interest · Apr 16 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

18+38%Nov 2015d0.4342+8%0.43

0—Dec 1843d0.0040%0.00

188+1%Jan 1571d0.444320%0.44

report · Feb 10 · after close · est.

180%Apr 16162d44+13%

ExpiryPutsCallsP/C

Nov 2015d18+38%42+8%0.43

Dec 1843d0—40%0.00

Jan 1571d188+1%4320%0.44

report · Feb 10 · after close · est.

Apr 16162d180%44+13%0.41

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

16.99%as filednet margin · revenue +12.22% QoQ · +52.28% YoY

Revenue$309M+12.22%

Pre-tax income$70M+30.57%

Net income$53M16.99%+22.46%

Tax$17M+63.70%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:00 ET

Intraday

Event sensitivity

CPI ×1.61· ±2.8% vs ±1.7% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±2.8%4 of 10×1.61

NFPjobs report±2.0%7 of 10×1.14

PCEpersonal income & outlays±1.7%10 of 19×0.96

FOMCrate decision±1.3%10 of 24×0.78

PPIproducer prices±1.3%6 of 10×0.78

GDPgross domestic product±1.3%11 of 19×0.74

CPROFcorporate profits±1.2%9 of 12×0.69

Bar = avg |move| to ±3% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 1.94 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	1.94	—
Q1 FY26	May 6 '26 · confirmed	1.57	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod