JRE · Expected Move
Janus Henderson U.S. Real Estate ETF · ETF
The expected move for JRE 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).
JRE 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 JRE Expected Move
30-Day Straddle
$2.65
7-Day Straddle
$2.50
30-Day ATM IV
44.7%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to JRE'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.
JRE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260806 | $2.65 | $2.50 | 44.7% | 67% |
| 20260805 | $2.33 | $2.33 | 35.4% | 47% |
| 20260804 | $2.30 | $2.30 | 35.9% | 48% |
| 20260803 | $2.38 | $2.38 | 34.3% | 45% |
| 20260731 | $2.30 | $2.30 | 39.7% | 56% |
| 20260730 | $2.35 | $2.35 | 36.8% | 50% |
| 20260729 | $2.48 | $2.48 | 45.5% | 69% |
| 20260728 | $2.42 | $2.42 | 46.5% | 71% |
| 20260727 | $2.42 | $2.42 | 43.5% | 65% |
| 20260724 | $2.42 | $2.42 | 48.0% | 74% |
| 20260723 | $2.45 | $2.45 | 40.2% | 57% |
| 20260722 | $2.50 | $2.50 | 41.2% | 60% |
| 20260721 | $2.55 | $2.55 | 39.9% | 57% |
| 20260720 | $2.47 | $2.47 | 41.3% | 60% |
| 20260716 | $2.50 | $2.22 | 40.8% | 59% |
| 20260715 | $2.58 | $2.30 | 32.1% | 40% |
| 20260714 | $2.60 | $2.33 | 34.1% | 44% |
| 20260713 | $2.58 | $2.38 | 35.7% | 48% |
| 20260710 | $2.60 | $2.40 | 54.6% | 88% |
| 20260709 | $2.62 | $2.40 | 39.5% | 56% |
| 20260708 | $2.62 | $2.38 | 36.2% | 49% |
| 20260707 | $2.60 | $2.35 | 50.2% | 79% |
| 20260706 | $2.70 | $2.42 | 37.1% | 51% |
| 20260702 | $2.45 | $2.45 | 50.7% | 80% |
| 20260701 | $2.50 | $2.50 | 42.3% | 62% |
| 20260630 | $2.53 | $2.53 | 44.0% | 66% |
| 20260629 | $2.55 | $2.55 | 55.6% | 91% |
| 20260626 | $3.70 | $3.70 | 59.9% | 100% |
| 20260625 | $2.58 | $2.58 | 39.5% | 62% |
| 20260624 | $2.65 | $2.65 | 42.3% | 69% |
| 20260623 | $2.65 | $2.65 | 55.4% | 100% |
| 20260622 | $2.60 | $2.60 | 50.0% | 94% |
| 20260618 | $2.65 | $2.23 | 45.4% | 82% |
| 20260617 | $2.60 | $2.27 | 39.9% | 68% |
| 20260616 | $2.67 | $2.28 | 46.1% | 84% |
| 20260615 | $2.65 | $2.27 | 46.4% | 85% |
| 20260613 | $3.33 | $2.33 | — | — |
| 20260612 | $2.70 | $2.33 | 52.0% | 99% |
| 20260611 | $2.73 | $2.35 | 47.1% | 87% |
| 20260610 | $2.75 | $2.35 | 34.3% | 54% |
| 20260609 | $2.75 | $2.38 | 44.7% | 80% |
| 20260608 | $4.90 | $4.45 | 35.9% | 58% |
| 20260605 | $2.70 | $2.20 | 32.5% | 49% |
| 20260604 | $2.75 | $2.22 | 27.8% | 37% |
| 20260603 | $2.73 | $2.25 | 27.6% | 36% |
| 20260602 | $2.25 | $2.25 | 27.1% | 35% |
| 20260601 | $2.27 | $2.27 | 27.2% | 35% |
| 20260529 | $2.38 | $2.38 | 24.6% | 29% |
| 20260528 | $2.30 | $2.30 | 22.9% | 24% |
| 20260527 | $2.38 | $2.38 | 23.0% | 24% |
| 20260526 | $2.42 | $2.42 | 23.0% | 24% |
| 20260522 | $2.40 | $2.40 | 21.1% | 20% |
| 20260521 | $2.40 | $2.40 | 20.5% | 18% |
| 20260520 | $2.38 | $2.38 | 20.5% | 18% |
| 20260519 | $2.50 | $2.50 | 22.5% | 23% |
| 20260518 | $2.55 | $2.55 | 22.0% | 22% |
| 20260515 | $2.55 | $1.98 | 23.7% | 26% |
| 20260514 | $2.55 | $2.02 | 18.9% | 14% |
| 20260513 | $2.62 | $1.98 | 18.5% | 13% |
| 20260512 | $2.58 | $2.02 | 17.8% | 11% |
More on JRE
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.