JRVR (James River Group Holdings, Inc. Common Stock)
Expected Move & Straddle Price History
The expected move for JRVR 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 JRVR Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$0.85
Avg IV
1.4%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to JRVR'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.
JRVR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260810 | $1.38 | $0.85 | 1.4% | 40% |
| 20260806 | $8.03 | $8.07 | 0.5% | 14% |
| 20260805 | $0.82 | $0.82 | 1.8% | 52% |
| 20260804 | $0.62 | $0.62 | 2.2% | 65% |
| 20260803 | $2.55 | $2.55 | 2.3% | 69% |
| 20260731 | $0.72 | $0.72 | 1.2% | 37% |
| 20260730 | $0.62 | $0.62 | 2.0% | 59% |
| 20260729 | $0.65 | $0.65 | 1.6% | 46% |
| 20260728 | $1.40 | $1.40 | 1.7% | 50% |
| 20260727 | $0.60 | $0.60 | 1.8% | 54% |
| 20260724 | $0.85 | $0.85 | 2.0% | 61% |
| 20260723 | $0.72 | $0.72 | 1.4% | 43% |
| 20260722 | $3.15 | $3.15 | 1.6% | 47% |
| 20260721 | $0.78 | $0.78 | 1.3% | 37% |
| 20260720 | $1.88 | $1.88 | 1.5% | 44% |
| 20260716 | $0.82 | $8.12 | 1.3% | 38% |
| 20260715 | $1.23 | $0.50 | 1.4% | 42% |
| 20260714 | $1.12 | $0.53 | 1.4% | 42% |
| 20260713 | $10.62 | $8.00 | 1.2% | 35% |
| 20260710 | $0.85 | $0.98 | 1.1% | 33% |
| 20260709 | $1.00 | $0.50 | 1.0% | 29% |
| 20260708 | $0.80 | $1.35 | 1.3% | 37% |
| 20260707 | $1.05 | $1.05 | 1.6% | 48% |
| 20260706 | $3.23 | $3.12 | 1.4% | 42% |
| 20260702 | $1.93 | $1.93 | 2.4% | 70% |
| 20260701 | $1.57 | $1.57 | 1.4% | 42% |
| 20260630 | $1.93 | $1.93 | 1.0% | 30% |
| 20260629 | $1.10 | $1.10 | 1.1% | 33% |
| 20260626 | $0.93 | $0.93 | 1.3% | 39% |
| 20260625 | $0.90 | $0.90 | 1.8% | 55% |
| 20260624 | $0.88 | $0.88 | 1.9% | 55% |
| 20260623 | $1.05 | $1.05 | 1.5% | 46% |
| 20260622 | $1.77 | $1.77 | 1.5% | 46% |
| 20260618 | $1.50 | $2.33 | 0.0% | 0% |
| 20260617 | $1.43 | $1.25 | 1.7% | 36% |
| 20260616 | $1.30 | $1.27 | 1.3% | 18% |
| 20260615 | $1.27 | $1.25 | 1.3% | 18% |
| 20260613 | $3.38 | $1.02 | 1.0% | 7% |
| 20260612 | $3.38 | $1.02 | 1.0% | 7% |
| 20260611 | $2.10 | $0.90 | 1.0% | 8% |
| 20260610 | $1.92 | $1.23 | 1.6% | 29% |
| 20260609 | $0.93 | $1.05 | 1.1% | 11% |
| 20260608 | $1.52 | $1.30 | 1.1% | 10% |
| 20260605 | $1.40 | $1.18 | 1.3% | 18% |
| 20260604 | $1.50 | $1.02 | 1.1% | 9% |
| 20260603 | $1.23 | $1.62 | 1.5% | 28% |
| 20260602 | $0.98 | $0.98 | 2.7% | 73% |
| 20260601 | $1.00 | $1.00 | 2.1% | 50% |
| 20260529 | $1.10 | $1.10 | 2.1% | 50% |
| 20260528 | $2.15 | $2.15 | 2.0% | 45% |
| 20260527 | $1.70 | $1.70 | 2.1% | 49% |
| 20260526 | $0.95 | $0.95 | 1.9% | 42% |
| 20260522 | $0.93 | $0.93 | 1.8% | 36% |
| 20260521 | $1.38 | $1.38 | 1.9% | 42% |
| 20260520 | $1.43 | $1.43 | 1.6% | 31% |
| 20260519 | $3.52 | $3.52 | 1.3% | 19% |
| 20260518 | $0.90 | $0.90 | 1.7% | 35% |
| 20260515 | $1.15 | $1.38 | 1.5% | 28% |
| 20260514 | $11.00 | $1.85 | 1.5% | 27% |
| 20260513 | $1.70 | $1.15 | 1.4% | 23% |