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PLMRPalomar Holdings, Inc. Common stock

Options Analysis Report•FIRE, MARINE & CASUALTY INSURANCE
Market Cap $3.5B|NASDAQ
● 2026-08-31$131.63
BULLISH
Analysis: 2026-08-28 EOD data
1Y +7.7%YTD -0.1%7D -1.1%
7
30D
±10.2%
8%

PLMR Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

4.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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PLMR Gamma Walls

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Value

Is IV priced right?

5.2
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 57.6% — elevated vs history

<1.05x

IV/HV 1.03x — IV ≤ HV

Sector Relative≤50%

Sector percentile 75% — above sector median

<1.1x

Front/Back 0.98x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 36.2% — normal range

<80%

Effective IV 230.3% (ATM 36.2% + spread 97.0% + bias) — expensive

<3.0%

Total drag 128.92% (spread 97.03% + slippage 31.89%) — high friction

≥5.0

Vega efficiency 1.27 (vega 12.327 / spread 97.03%) — spread drag

Sentiment

Bullish or bearish?

8.4
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +55%, Raw: +43%)
|net sentiment| ≥25%

Conviction-weighted: +55% (strong bullish) — Raw: +43%

≥15%

|OI skew| 50.5% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +42.9%, OI skew +50.5% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +0%, ATM: +100%, OTM: +33% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 16% — very bullish vs sector

Activity

Unusual activity?

2.3
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 0.6% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +1.3% (5d) — stable

Sector Relative≥60%

Sector activity percentile 21% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 29% — patient

≥30

Conviction +55 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

2.0
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks0/8 checks passed
≤5.0%

Spread 97.0% — wide

≥10,000

OI 1,175 — thin

≥500

Volume 7/day — thin

≤$0.50

$4.85 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 81% — much wider than sector

≥100 contracts

Depth 20.1 contracts (bid:12.0 ask:8.1) — thin

<1.0%

Avg slippage 31.89% — poor

Timing

Is now a good time?

6.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -1.7% — flat/unclear

<30 or >70

IV percentile 58% — neutral

≥10pts kink

IV kink -0.1pts — no clear event

<0.5 or >2.0

θ/ν ratio 109.09 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +55% @ 75% consistency — STRONG directional (bullish)

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls7.1
bullishIV fair, bullish flow
Long Puts3.7
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.8
bullishIV fair, bullish flow
Covered Call3.4
bearishIV fair, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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