JMSB · Expected Move
John Marshall Bancorp, Inc. Common Stock
The expected move for JMSB 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).
JMSB 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 JMSB Expected Move
30-Day Straddle
$4.53
7-Day Straddle
$2.58
30-Day ATM IV
54.2%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to JMSB'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.
JMSB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $4.53 | $2.58 | 54.2% | 37% |
| 20261106 | $4.40 | $2.55 | 71.5% | 67% |
| 20261105 | $3.27 | $2.42 | 48.3% | 27% |
| 20261104 | $4.42 | $4.42 | 55.8% | 40% |
| 20261103 | $4.20 | $4.20 | 50.2% | 30% |
| 20261102 | $4.15 | $4.15 | 42.2% | 17% |
| 20261030 | $2.65 | $2.65 | 73.0% | 69% |
| 20261029 | $2.65 | $2.65 | 79.5% | 80% |
| 20261028 | $4.15 | $4.15 | 76.1% | 75% |
| 20261027 | $4.90 | $4.90 | 56.5% | 41% |
| 20261026 | $4.90 | $4.90 | 66.9% | 59% |
| 20261023 | $4.10 | $4.10 | 52.7% | 34% |
| 20261022 | $5.00 | $5.00 | 90.8% | 100% |
| 20261021 | $4.93 | $4.93 | 58.0% | 47% |
| 20261020 | $4.32 | $4.32 | 52.0% | 36% |
| 20261019 | $4.35 | $4.35 | 37.6% | 9% |
| 20261016 | $4.58 | $1.90 | 53.2% | 39% |
| 20261015 | $1.98 | $2.42 | 33.6% | 2% |
| 20261014 | $4.50 | $3.80 | 50.2% | 33% |
| 20261013 | $3.57 | $2.52 | 62.5% | 56% |
| 20261012 | $4.55 | $1.38 | 51.5% | 35% |
| 20261009 | $2.48 | $2.52 | 48.3% | 29% |
| 20261008 | $3.38 | $1.40 | 51.0% | 33% |
| 20261007 | $2.98 | $3.70 | 47.8% | 27% |
| 20261006 | $2.52 | $3.45 | 54.9% | 40% |
| 20261005 | $4.90 | $2.73 | 74.7% | 75% |
| 20261002 | $4.15 | $4.15 | 43.9% | 20% |
| 20261001 | $2.67 | $2.67 | 66.6% | 60% |
| 20260930 | $2.72 | $2.72 | 64.5% | 56% |
| 20260929 | $2.78 | $2.78 | 51.5% | 33% |
| 20260928 | $2.90 | $2.90 | 63.4% | 54% |
| 20260925 | $4.38 | $4.38 | 66.8% | 60% |
| 20260924 | $2.85 | $2.85 | 45.7% | 23% |
| 20260923 | $2.80 | $2.80 | 47.8% | 27% |
| 20260922 | $3.00 | $3.00 | 33.1% | 1% |
| 20260921 | $2.17 | $2.17 | 40.6% | 14% |
| 20260918 | $4.33 | $2.38 | 47.4% | 26% |
| 20260917 | $2.82 | $2.12 | 48.4% | 28% |
| 20260916 | $4.50 | $2.48 | 54.3% | 38% |
| 20260915 | $3.05 | $2.85 | 42.4% | 17% |
| 20260914 | $1.48 | $2.10 | 34.7% | 4% |
| 20260911 | $3.98 | $3.95 | 49.9% | 30% |
| 20260910 | $4.95 | $3.48 | 53.7% | 37% |
| 20260909 | $3.35 | $2.65 | 46.3% | 24% |
| 20260908 | $2.90 | $2.23 | 45.0% | 22% |
| 20260904 | $3.77 | $3.10 | 54.5% | 38% |
| 20260903 | $4.57 | $4.25 | 55.1% | 40% |
| 20260902 | $2.70 | $2.70 | 53.0% | 36% |
| 20260901 | $3.95 | $3.95 | 33.3% | 1% |
| 20260831 | $1.98 | $1.98 | 43.3% | 19% |
| 20260828 | $2.82 | $2.82 | 33.2% | 1% |
| 20260827 | $4.10 | $4.10 | 60.0% | 48% |
| 20260826 | $4.03 | $4.03 | 86.2% | 94% |
| 20260825 | $3.08 | $3.08 | 42.7% | 14% |
| 20260824 | $3.85 | $3.85 | 47.4% | 21% |
| 20260821 | $3.50 | $2.38 | 33.2% | 1% |
| 20260820 | $3.35 | $2.72 | 41.8% | 13% |
| 20260819 | $3.60 | $3.17 | 39.6% | 10% |
| 20260818 | $3.33 | $2.27 | 51.3% | 26% |
| 20260817 | $1.80 | $3.17 | 32.6% | 0% |
More on JMSB
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.