JRVR · Expected Move
James River Group Holdings, Inc. Common Stock
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).
JRVR 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 JRVR Expected Move
30-Day Straddle
$3.80
7-Day Straddle
$6.17
30-Day ATM IV
—
IV Rank
—
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.80 | $6.17 | — | — |
| 20261106 | $1.25 | $1.12 | — | — |
| 20261105 | $1.30 | $1.18 | 95.4% | 15% |
| 20261104 | $11.12 | $11.12 | — | — |
| 20261103 | $1.45 | $1.45 | — | — |
| 20261102 | $1.57 | $1.57 | 118.2% | 23% |
| 20261030 | $1.52 | $1.52 | 99.1% | 16% |
| 20261029 | $1.30 | $1.30 | — | — |
| 20261028 | $1.65 | $1.65 | — | — |
| 20261027 | $1.18 | $1.18 | — | — |
| 20261026 | $1.10 | $1.10 | — | — |
| 20261023 | $1.07 | $1.07 | — | — |
| 20261022 | $4.12 | $4.12 | — | — |
| 20261021 | $8.65 | $8.65 | — | — |
| 20261020 | $6.15 | $6.15 | — | — |
| 20261019 | $1.53 | $1.53 | — | — |
| 20261016 | $1.55 | $1.23 | — | — |
| 20261015 | $1.65 | $3.80 | — | — |
| 20261014 | $1.57 | $1.58 | — | — |
| 20261013 | $3.77 | $1.32 | — | — |
| 20261012 | $1.52 | $1.43 | 108.5% | 23% |
| 20261009 | $3.62 | $1.22 | — | — |
| 20261008 | $11.28 | $1.22 | — | — |
| 20261007 | $1.95 | $1.10 | — | — |
| 20261006 | $3.00 | $1.07 | — | — |
| 20261005 | $2.38 | $1.00 | — | — |
| 20261002 | $1.07 | $1.07 | — | — |
| 20261001 | $1.32 | $1.32 | 93.2% | 18% |
| 20260930 | $1.00 | $1.00 | 76.4% | 13% |
| 20260929 | $1.10 | $1.10 | 79.6% | 14% |
| 20260928 | $3.38 | $3.38 | — | — |
| 20260925 | $3.60 | $3.60 | 83.1% | 15% |
| 20260924 | $1.12 | $1.12 | — | — |
| 20260923 | $2.00 | $2.00 | — | — |
| 20260922 | $1.65 | $1.65 | — | — |
| 20260921 | $2.60 | $2.60 | — | — |
| 20260918 | $2.08 | $2.08 | — | — |
| 20260917 | $1.35 | $1.50 | — | — |
| 20260916 | $3.75 | $3.60 | — | — |
| 20260915 | $3.60 | $1.25 | — | — |
| 20260914 | $1.70 | $1.15 | — | — |
| 20260911 | $3.15 | $1.30 | — | — |
| 20260910 | $3.58 | $1.17 | 337.6% | 100% |
| 20260909 | $2.92 | $1.20 | 180.9% | 53% |
| 20260908 | $2.23 | $1.05 | — | — |
| 20260904 | $3.38 | $0.97 | — | — |
| 20260903 | $1.07 | $1.07 | 100.5% | 23% |
| 20260902 | $1.17 | $1.17 | 158.8% | 44% |
| 20260901 | $1.22 | $1.22 | 160.0% | 45% |
| 20260831 | $1.15 | $1.15 | 134.4% | 35% |
| 20260828 | $1.07 | $1.07 | 128.4% | 33% |
| 20260827 | $3.38 | $3.38 | — | — |
| 20260826 | $1.02 | $1.02 | 91.1% | 19% |
| 20260825 | $1.02 | $1.02 | 106.1% | 25% |
| 20260824 | $1.05 | $1.05 | — | — |
| 20260821 | $1.12 | $2.27 | 110.1% | 26% |
| 20260820 | $1.15 | $1.07 | 110.8% | 27% |
| 20260819 | $1.17 | $1.52 | 113.0% | 28% |
| 20260818 | $2.95 | $3.67 | — | — |
| 20260817 | $1.23 | $1.92 | 120.8% | 30% |
More on JRVR
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.