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
$0.93
7-Day Straddle
$0.93
Avg IV
1.3%
IV Rank
39%
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 |
|---|---|---|---|---|
| 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% |
| 20260512 | $0.93 | $1.15 | 1.6% | 33% |
| 20260511 | $1.05 | $1.80 | 1.5% | 28% |
| 20260510 | $1.93 | $1.20 | 0.9% | 5% |
| 20260508 | $1.93 | $1.20 | 0.9% | 4% |
| 20260507 | $3.55 | $3.15 | 1.3% | 19% |
| 20260506 | $0.78 | $8.15 | 0.9% | 2% |
| 20260505 | $0.62 | $0.65 | 1.4% | 21% |
| 20260504 | $2.77 | $1.30 | 1.1% | 11% |
| 20260502 | $1.52 | $1.52 | 1.7% | 35% |
| 20260501 | $1.52 | $1.52 | 1.8% | 37% |
| 20260430 | $3.95 | $3.95 | 1.6% | 31% |
| 20260429 | $2.38 | $2.38 | 1.9% | 43% |
| 20260428 | $1.80 | $1.80 | 1.6% | 33% |
| 20260427 | $2.05 | $2.05 | 1.5% | 30% |
| 20260424 | $1.50 | $1.50 | 1.7% | 35% |
| 20260423 | $2.00 | $2.00 | 1.4% | 24% |
| 20260422 | $1.85 | $1.85 | 2.2% | 55% |
| 20260421 | $1.32 | $1.32 | 1.1% | 17% |
| 20260420 | $1.32 | $1.32 | 1.4% | 27% |
| 20260417 | $1.35 | $1.90 | 1.1% | 22% |
| 20260416 | $2.05 | $1.98 | 1.2% | 24% |
| 20260415 | $1.48 | $2.08 | 1.1% | 21% |
| 20260414 | $3.92 | $3.75 | 1.1% | 21% |
| 20260413 | $9.03 | $2.20 | 0.9% | 15% |
| 20260410 | $8.57 | $1.57 | 1.0% | 16% |
| 20260409 | $11.00 | $2.20 | 0.9% | 14% |
| 20260408 | $2.05 | $2.00 | 1.0% | 17% |
| 20260407 | $11.32 | $1.32 | 0.9% | 14% |