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
$4.25
7-Day Straddle
$1.55
Avg IV
0.7%
IV Rank
32%
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 |
|---|---|---|---|---|
| 20260819 | $4.25 | $1.55 | 0.7% | 32% |
| 20260818 | $4.30 | $1.88 | 0.8% | 39% |
| 20260817 | $4.47 | $1.73 | 0.8% | 34% |
| 20260814 | $4.75 | $1.82 | 0.7% | 28% |
| 20260813 | $4.90 | $2.47 | 0.8% | 35% |
| 20260812 | $5.42 | $2.65 | 0.8% | 36% |
| 20260811 | $5.07 | $2.70 | 0.8% | 34% |
| 20260810 | $5.58 | $2.78 | 0.7% | 29% |
| 20260806 | $6.42 | $4.10 | 0.7% | 22% |
| 20260805 | $3.97 | $3.97 | 0.7% | 23% |
| 20260804 | $4.10 | $4.10 | 0.7% | 30% |
| 20260803 | $3.95 | $3.95 | 0.7% | 27% |
| 20260731 | $4.05 | $4.05 | 0.6% | 15% |
| 20260730 | $4.45 | $4.45 | 0.7% | 24% |
| 20260729 | $4.62 | $4.62 | 0.7% | 21% |
| 20260728 | $5.00 | $5.00 | 0.6% | 17% |
| 20260727 | $5.00 | $5.00 | 0.6% | 19% |
| 20260724 | $5.03 | $5.03 | 0.6% | 15% |
| 20260723 | $5.22 | $5.22 | 0.6% | 14% |
| 20260722 | $5.38 | $5.38 | 0.6% | 9% |
| 20260721 | $5.53 | $5.53 | 0.6% | 13% |
| 20260720 | $5.53 | $5.53 | 0.6% | 12% |
| 20260716 | $5.97 | $1.95 | 0.5% | 7% |
| 20260715 | $5.90 | $2.00 | 0.6% | 9% |
| 20260714 | $5.80 | $2.42 | 0.5% | 7% |
| 20260713 | $6.20 | $2.12 | 0.6% | 14% |
| 20260710 | $5.67 | $2.05 | 0.5% | 1% |
| 20260709 | $5.78 | $2.55 | 0.5% | 2% |
| 20260708 | $5.90 | $2.88 | 0.5% | 2% |
| 20260707 | $5.80 | $2.67 | 0.5% | 0% |
| 20260706 | $6.35 | $3.20 | 0.5% | 0% |
| 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% |