JEF · Expected Move
Jefferies Financial Group Inc.
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).
JEF straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current JEF Expected Move
30-Day Straddle
$5.20
7-Day Straddle
$2.65
30-Day ATM IV
39.7%
IV Rank
41%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $5.20 | $2.65 | 39.7% | 41% |
| 20261002 | $2.92 | $2.92 | 39.9% | 42% |
| 20261001 | $3.03 | $3.03 | 42.0% | 56% |
| 20260930 | $3.08 | $3.08 | 39.5% | 39% |
| 20260929 | $3.45 | $3.45 | 40.7% | 47% |
| 20260928 | $4.50 | $4.50 | 48.5% | 100% |
| 20260925 | $4.35 | $4.35 | 46.3% | 92% |
| 20260924 | $4.22 | $4.22 | 44.7% | 81% |
| 20260923 | $4.42 | $4.42 | 45.2% | 85% |
| 20260922 | $4.67 | $4.67 | 46.7% | 95% |
| 20260921 | $4.75 | $4.75 | 46.3% | 93% |
| 20260918 | $4.93 | $0.98 | 46.4% | 93% |
| 20260917 | $4.95 | $1.20 | 45.6% | 88% |
| 20260916 | $4.93 | $1.38 | 45.9% | 90% |
| 20260915 | $5.38 | $2.25 | 45.4% | 86% |
| 20260914 | $5.58 | $1.98 | 47.3% | 100% |
| 20260911 | $5.42 | $1.95 | 42.3% | 63% |
| 20260910 | $5.90 | $2.45 | 42.1% | 61% |
| 20260909 | $6.15 | $2.45 | 43.2% | 70% |
| 20260908 | $5.90 | $2.70 | 40.6% | 51% |
| 20260904 | $6.00 | $2.77 | 38.7% | 37% |
| 20260903 | $6.08 | $2.90 | 38.6% | 36% |
| 20260902 | $2.97 | $2.97 | 37.9% | 31% |
| 20260901 | $3.30 | $3.30 | 39.9% | 46% |
| 20260831 | $3.02 | $3.02 | 37.4% | 27% |
| 20260828 | $3.32 | $3.32 | 35.5% | 13% |
| 20260827 | $3.40 | $3.40 | 36.0% | 17% |
| 20260826 | $3.47 | $3.47 | 35.3% | 11% |
| 20260825 | $3.58 | $3.58 | 36.2% | 18% |
| 20260824 | $3.90 | $3.90 | 37.1% | 25% |
| 20260821 | $4.18 | $0.50 | 36.5% | 20% |
| 20260820 | $4.17 | $1.05 | 35.6% | 14% |
| 20260819 | $4.25 | $1.55 | 33.9% | 1% |
| 20260818 | $4.30 | $1.88 | 34.1% | 3% |
| 20260817 | $4.47 | $1.73 | 34.3% | 4% |
| 20260814 | $4.75 | $1.82 | 34.7% | 6% |
| 20260813 | $4.90 | $2.47 | 33.7% | 0% |
| 20260812 | $5.42 | $2.65 | 38.9% | 21% |
| 20260811 | $5.07 | $2.70 | 36.2% | 2% |
| 20260810 | $5.58 | $2.78 | 38.3% | 13% |
| 20260807 | — | — | 35.9% | 0% |
| 20260806 | $6.42 | $4.10 | 40.8% | 19% |
| 20260805 | $3.97 | $3.97 | 40.1% | 16% |
| 20260804 | $4.10 | $4.10 | 41.1% | 20% |
| 20260803 | $3.95 | $3.95 | 38.3% | 7% |
| 20260731 | $4.05 | $4.05 | 38.4% | 8% |
| 20260730 | $4.45 | $4.45 | 40.2% | 10% |
| 20260729 | $4.62 | $4.62 | 41.5% | 13% |
| 20260728 | $5.00 | $5.00 | 42.2% | 15% |
| 20260727 | $5.00 | $5.00 | 40.9% | 12% |
| 20260724 | $5.03 | $5.03 | 39.9% | 9% |
| 20260723 | $5.22 | $5.22 | 41.1% | 12% |
| 20260722 | $5.38 | $5.38 | 41.3% | 13% |
| 20260721 | $5.53 | $5.53 | 41.4% | 13% |
| 20260720 | $5.53 | $5.53 | 42.5% | 16% |
| 20260716 | $5.97 | $1.95 | 41.6% | 14% |
| 20260715 | $5.90 | $2.00 | 40.8% | 11% |
| 20260714 | $5.80 | $2.42 | 41.3% | 13% |
| 20260713 | $6.20 | $2.12 | 45.5% | 24% |
| 20260710 | $5.67 | $2.05 | 39.9% | 9% |
More on JEF
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.