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PLMR - Palomar Holdings
Implied Volatility Analysis

Implied Volatility:
81.1%
Put/Call-Ratio:
1.00

Palomar Holdings has an Implied Volatility (IV) of 81.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PLMR is 31 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for PLMR is 0.78 standard deviations away from its 1 year mean.

Market Cap$2.15B
Next Earnings Date11/2/2022 (48d)
Implied Volatility (IV) 30d
81.11
Implied Volatility Rank (IVR) 1y
31.39
Implied Volatility Percentile (IVP) 1y
84.80
Historical Volatility (HV) 30d
39.32
IV / HV
2.06
Open Interest
613.00
Option Volume
2.00
Put/Call Ratio (Volume)
1.00

Data was calculated after the 9/14/2022 closing.

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