JEF (Jefferies Financial Group Inc.)
Expected Move & Straddle Price History
The expected move for JEF is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current JEF Expected Move
30-Day Straddle
$3.30
7-Day Straddle
$3.30
Avg IV
1.2%
IV Rank
80%
Implied one-standard-deviation move through the next 30 days. Compare to JEF's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
JEF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260702 | $3.30 | $3.30 | 1.2% | 80% |
| 20260701 | $3.55 | $3.55 | 1.0% | 53% |
| 20260630 | $3.45 | $3.45 | 1.0% | 48% |
| 20260629 | $4.10 | $4.10 | 1.0% | 58% |
| 20260626 | $4.35 | $4.35 | 0.9% | 46% |
| 20260625 | $4.15 | $4.15 | 0.9% | 46% |
| 20260624 | $5.78 | $5.78 | 0.9% | 33% |
| 20260623 | $5.20 | $5.20 | 1.0% | 60% |
| 20260622 | $5.53 | $5.53 | 0.9% | 43% |
| 20260618 | $5.80 | $0.43 | 0.9% | 34% |
| 20260617 | $5.75 | $1.68 | 1.0% | 51% |
| 20260616 | $6.05 | $1.62 | 1.0% | 48% |
| 20260615 | $5.95 | $1.88 | 0.9% | 34% |
| 20260613 | $7.00 | $2.83 | 0.7% | 10% |
| 20260612 | $7.05 | $2.48 | 0.9% | 33% |
| 20260611 | $7.00 | $2.98 | 0.8% | 18% |
| 20260610 | $6.25 | $2.75 | 0.8% | 27% |
| 20260609 | $6.67 | $3.30 | 0.7% | 10% |
| 20260608 | $6.40 | $2.67 | 0.8% | 24% |
| 20260605 | $6.80 | $3.50 | 0.7% | 13% |
| 20260604 | $6.85 | $3.28 | 0.8% | 25% |
| 20260603 | $7.35 | $3.50 | 0.8% | 30% |
| 20260602 | $3.80 | $3.80 | 1.0% | 56% |
| 20260601 | $3.75 | $3.75 | 0.9% | 50% |
| 20260529 | $3.83 | $3.83 | 1.0% | 63% |
| 20260528 | $3.77 | $3.77 | 1.0% | 57% |
| 20260527 | $4.08 | $4.08 | 0.8% | 39% |
| 20260526 | $4.03 | $4.03 | 0.9% | 50% |
| 20260522 | $4.25 | $4.25 | 0.9% | 50% |
| 20260521 | $4.30 | $4.30 | 0.8% | 42% |
| 20260520 | $4.53 | $4.53 | 0.8% | 44% |
| 20260519 | $4.70 | $4.70 | 0.9% | 48% |
| 20260518 | $4.80 | $4.80 | 0.8% | 44% |
| 20260515 | $4.58 | $1.00 | 0.8% | 35% |
| 20260514 | $4.93 | $1.55 | 0.8% | 36% |
| 20260513 | $5.12 | $1.62 | 0.7% | 32% |
| 20260512 | $5.00 | $1.82 | 0.7% | 32% |
| 20260511 | $4.93 | $2.02 | 0.8% | 38% |
| 20260510 | $5.40 | $2.25 | 0.7% | 27% |
| 20260508 | $5.40 | $2.25 | 0.7% | 25% |
| 20260507 | $5.28 | $2.38 | 0.7% | 29% |
| 20260506 | $5.33 | $2.92 | 0.7% | 30% |
| 20260505 | $5.65 | $3.47 | 0.7% | 33% |
| 20260504 | $5.80 | $3.48 | 0.7% | 32% |
| 20260502 | $3.30 | $3.30 | 1.3% | 100% |
| 20260501 | $3.15 | $3.15 | 1.0% | 80% |
| 20260430 | $3.23 | $3.23 | 1.0% | 74% |
| 20260429 | $3.58 | $3.58 | 1.0% | 86% |
| 20260428 | $3.65 | $3.65 | 1.1% | 94% |
| 20260427 | $3.92 | $3.92 | 1.0% | 76% |
| 20260424 | $3.80 | $3.80 | 1.0% | 80% |
| 20260423 | $3.70 | $3.70 | 0.8% | 53% |
| 20260422 | $3.70 | $3.70 | 1.0% | 72% |
| 20260421 | $3.88 | $3.88 | 1.0% | 75% |
| 20260420 | $4.10 | $4.10 | 0.9% | 65% |
| 20260417 | $4.12 | $0.70 | 0.9% | 69% |
| 20260416 | $4.18 | $1.18 | 0.8% | 55% |
| 20260415 | $4.30 | $1.27 | 0.9% | 67% |
| 20260414 | $4.18 | $1.52 | 0.9% | 58% |
| 20260413 | $4.08 | $2.02 | 0.8% | 46% |