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
$3.60
7-Day Straddle
$3.60
Avg IV
1.6%
IV Rank
50%
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 |
|---|---|---|---|---|
| 20260925 | $3.60 | $3.60 | 1.6% | 50% |
| 20260924 | $1.12 | $1.12 | 1.3% | 38% |
| 20260923 | $2.00 | $2.00 | 1.3% | 36% |
| 20260922 | $1.65 | $1.65 | 1.4% | 41% |
| 20260921 | $2.60 | $2.60 | 1.3% | 40% |
| 20260918 | $2.08 | $2.08 | 1.1% | 31% |
| 20260917 | $1.35 | $1.50 | 0.8% | 14% |
| 20260916 | $3.75 | $3.60 | 1.2% | 33% |
| 20260915 | $3.60 | $1.25 | 1.0% | 26% |
| 20260914 | $1.70 | $1.15 | 1.0% | 26% |
| 20260911 | $3.15 | $1.30 | 1.2% | 45% |
| 20260910 | $3.58 | $1.17 | 1.3% | 49% |
| 20260909 | $2.92 | $1.20 | 1.4% | 50% |
| 20260908 | $2.23 | $1.05 | 0.0% | 0% |
| 20260904 | $3.38 | $0.97 | 0.8% | 31% |
| 20260903 | $1.07 | $1.07 | 1.0% | 38% |
| 20260902 | $1.17 | $1.17 | 1.8% | 65% |
| 20260901 | $1.22 | $1.22 | 1.7% | 64% |
| 20260831 | $1.15 | $1.15 | 1.8% | 66% |
| 20260828 | $1.07 | $1.07 | 1.4% | 52% |
| 20260827 | $3.38 | $3.38 | 1.8% | 68% |
| 20260826 | $1.02 | $1.02 | 1.2% | 45% |
| 20260825 | $1.02 | $1.02 | 1.2% | 46% |
| 20260824 | $1.05 | $1.05 | 1.3% | 48% |
| 20260821 | $1.12 | $2.27 | 1.1% | 41% |
| 20260820 | $1.15 | $1.07 | 1.3% | 47% |
| 20260819 | $1.17 | $1.52 | 1.3% | 50% |
| 20260818 | $2.95 | $3.67 | 1.2% | 45% |
| 20260817 | $1.23 | $1.92 | 1.5% | 57% |
| 20260814 | $2.73 | $0.80 | 1.6% | 61% |
| 20260813 | $2.15 | $1.93 | 1.1% | 39% |
| 20260812 | $1.00 | $1.00 | 1.1% | 41% |
| 20260811 | $2.12 | $1.85 | 2.6% | 98% |
| 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% |