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Palomar Holdings PLMR 144.04 1.83 1.29%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $144.04
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$2.36 $141.68 – $146.40 $141.20 – $146.88 $138.96 – $149.12
2 sessions ±2.3% ±$3.30 $140.74 – $147.34 $140.05 – $148.03 $136.94 – $151.14
3 sessions ±2.9% ±$4.15 $139.89 – $148.19 $139.09 – $148.99 $135.21 – $152.87
1 week ±3.7% ±$5.27 $138.77 – $149.31 $137.59 – $150.49 $132.80 – $155.28
2 weeks ±5.1% ±$7.40 $136.64 – $151.44 $134.89 – $153.19 $128.25 – $159.83
3 weeks ±6.4% ±$9.16 $134.88 – $153.20 $132.65 – $155.43 $124.68 – $163.40
1 month ±7.6% ±$10.92 $133.12 – $154.96 $130.41 – $157.67 $120.91 – $167.17
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. PLMR reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±9.25%
Average actual move
5.87%
Beyond the implied move
1 / 3
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±9.93% +2.55% 0.26× —
August 05, 2025 ±8.90% -14.65% 1.65× —
May 06, 2025 ±8.93% +0.41% 0.05× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →