Primary read
Volatility
Volatility expansion watch
Ticker Options Intelligence
PLMR options intelligence
Palomar Holdings Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.
Conviction
50
Market data through 29 Jul 2026
Checked 30 Jul 2026 04:40 · complete available chain
Volatility expansion watch
Volatility pressure
PLMR currently carries volatility options pressure with a 50/100 conviction score. The nearest-chain expected move is 10.9%, with volume/open-interest participation at 0.07.
Expected move
10.9%
Wider near-term move priced
Activity / OI
0.07
Current volume is quieter versus prior open interest
Put-call
0.11
Call-side skew
Trend fit
0
Options are not fully confirming trend
Weekly backdrop
+1.6%
RS 2.3
Expected move
10.9%
Put-call volume
0.11
Volume / OI
0.07
Reference IV
0.51
Max pain
125.00
Underlying
137.56
Nearest expiry
21 Aug 2026
Contracts
210
Options Intent Radar
Earnings/event positioning
Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.
Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.
Earnings/event positioning matters because it connects the options headline to the actual evidence: $46062 of estimated gross traded notional, calls · 91+ days · otm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.
Options pressure+91
1W price+1.6%
Call premium99%
Put premium1%
Notional split
C 99% / P 1%
Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness
0.07
Volume divided by open interest across the visible chain.
Trend fit
0/100
Agreement between options pressure and Sharemaestro market context.
Event window
3 Aug
Matched earnings event is 4 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Calls · 91+ days · OTM
calls cluster with 34 contracts traded, $25020 estimated gross traded notional, and 54% of visible notional.
$25020
Calls · 46-90 days · OTM
calls cluster with 20 contracts traded, $10620 estimated gross traded notional, and 23% of visible notional.
$10620
Calls · 91+ days · ITM
calls cluster with 1 contracts traded, $8410 estimated gross traded notional, and 18% of visible notional.
$8410
Calls · 46-90 days · ATM
calls cluster with 1 contracts traded, $1525 estimated gross traded notional, and 3% of visible notional.
$1525
Puts · 22-45 days · OTM
puts cluster with 4 contracts traded, $258 estimated gross traded notional, and 1% of visible notional.
$258
Setup Classification
Opportunity and risk frame
The tape is pricing or displaying unusually elevated activity.
Expected move or upcoming earnings makes the setup more event-sensitive.
Options positioning is not confirming the underlying trend context.
Activity Anomaly
High anomaly
Current options activity is unusually hot versus this ticker's stored history.
Volume rank100th
Volume/OI rank100th
IV rank100th
Market Context
Underlying confirmation
Close137.56
1W+1.6%
RS2.3
Fair value+32.5%
Options pressure91
Speculation18
Volatility76
Trend fit0
Today Versus Normal
Stored-options context
30d avg 10.5% · 1 read
100th
90d avg 10.5% · 1 read
100th
180d avg 10.5% · 1 read
100th
30d avg 0.49 · 1 read
100th
90d avg 0.49 · 1 read
100th
180d avg 0.49 · 1 read
100th
30d avg 0.04 · 1 read
100th
90d avg 0.04 · 1 read
100th
180d avg 0.04 · 1 read
100th
30d avg 0.06 · 1 read
100th
90d avg 0.06 · 1 read
100th
180d avg 0.06 · 1 read
100th
Pressure Trail
Recent pressure and volatility
29 Jul 10:55
Volatility
Pressure 100
Move 10.5%
30 Jul 03:40
Volatility
Pressure 91
Move 10.9%
Strike Map
Where activity is clustering
Strike60.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike65.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike70.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike75.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike80.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike85.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike90.00
Calls · V 0 · OI 0
Puts · V 2 · OI 1
Strike95.00
Calls · V 0 · OI 0
Puts · V 0 · OI 3
Term Structure
Expiration activity
Expiry21 Aug 2026
Contracts48
Avg IV0.51
Put-call-
Expiry18 Sep 2026
Contracts46
Avg IV0.42
Put-call-
Expiry16 Oct 2026
Contracts54
Avg IV0.39
Put-call0.10
Expiry15 Jan 2027
Contracts62
Avg IV0.38
Put-call-
Skew
Call/put IV balance
21 Aug 2026Put IV premium
Call IV0.42
Put IV0.51
Skew0.09
18 Sep 2026Put IV premium
Call IV0.35
Put IV0.44
Skew0.10
16 Oct 2026Put IV premium
Call IV0.34
Put IV0.41
Skew0.08
15 Jan 2027Put IV premium
Call IV0.33
Put IV0.42
Skew0.10
Contract Tape
Most active contracts
ContractPLMR261016C00155000
SideCall
Expiry16 Oct 2026
Strike155.00
Volume19
OI225
IV0.35
ContractPLMR270115C00155000
SideCall
Expiry15 Jan 2027
Strike155.00
Volume17
OI125
IV0.36
ContractPLMR270115C00185000
SideCall
Expiry15 Jan 2027
Strike185.00
Volume14
OI18
IV0.36
ContractPLMR261016P00085000
SidePut
Expiry16 Oct 2026
Strike85.00
Volume2
OI3
IV0.76
ContractPLMR260821P00090000
SidePut
Expiry21 Aug 2026
Strike90.00
Volume2
OI1
IV0.64
ContractPLMR270115C00145000
SideCall
Expiry15 Jan 2027
Strike145.00
Volume1
OI109
IV0.37
ContractPLMR261016C00145000
SideCall
Expiry16 Oct 2026
Strike145.00
Volume1
OI25
IV0.37
ContractPLMR261016C00135000
SideCall
Expiry16 Oct 2026
Strike135.00
Volume1
OI20
IV0.40
Research Graph
Related research and context
Sharemaestro research
Related News
No recent ticker-specific news yet.
Market Watch
No recent market-watch posts yet.
Earnings
Plain English Guide
Options context
What usually looks constructive
What usually looks cautious
Options can move quickly and can lose value fast. Treat this as research context, not a buy or sell instruction.