JVAL · Expected Move
JPMorgan U.S. Value Factor ETF · ETF
The expected move for JVAL 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).
JVAL 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 JVAL Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
14.3%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to JVAL'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.
JVAL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 14.3% | 26% |
| 20261020 | $1.15 | $1.15 | 14.6% | 27% |
| 20261019 | $0.00 | $0.00 | 15.1% | 30% |
| 20261016 | $2.35 | $1.00 | 16.0% | 35% |
| 20261015 | $2.02 | $1.05 | 13.8% | 23% |
| 20261014 | $2.20 | $1.10 | 14.7% | 28% |
| 20261013 | $2.05 | $1.15 | 14.2% | 25% |
| 20261012 | $2.08 | $1.18 | 14.3% | 26% |
| 20261009 | $2.22 | $1.25 | 16.1% | 35% |
| 20261008 | $2.25 | $1.25 | 16.1% | 35% |
| 20261007 | $2.28 | $1.30 | 16.2% | 36% |
| 20261006 | $2.35 | $1.30 | 16.0% | 35% |
| 20261005 | $2.38 | $1.30 | 16.4% | 37% |
| 20261002 | $1.40 | $1.40 | 16.7% | 38% |
| 20261001 | $1.50 | $1.50 | 15.5% | 32% |
| 20260930 | $1.52 | $1.52 | 16.6% | 38% |
| 20260929 | $1.52 | $1.52 | 15.1% | 30% |
| 20260928 | $1.60 | $1.60 | 14.7% | 28% |
| 20260925 | $1.62 | $1.62 | 14.7% | 28% |
| 20260924 | $1.77 | $1.77 | 14.7% | 28% |
| 20260923 | $1.55 | $1.55 | 14.2% | 25% |
| 20260922 | $1.57 | $1.57 | 12.6% | 17% |
| 20260921 | $1.73 | $1.73 | 13.8% | 23% |
| 20260918 | $2.70 | $3.47 | 22.6% | 69% |
| 20260917 | $2.78 | $2.05 | 22.2% | 67% |
| 20260916 | $2.73 | $1.77 | 21.4% | 63% |
| 20260915 | $2.92 | $2.27 | 19.1% | 51% |
| 20260914 | $2.90 | $2.23 | 17.7% | 44% |
| 20260911 | $3.03 | $2.33 | 18.4% | 47% |
| 20260910 | $3.12 | $2.40 | 21.2% | 43% |
| 20260909 | $3.10 | $2.40 | 19.5% | 37% |
| 20260908 | $3.12 | $2.30 | 18.9% | 35% |
| 20260904 | $3.15 | $2.38 | 18.7% | 34% |
| 20260903 | $3.10 | $2.38 | 17.6% | 30% |
| 20260902 | $2.52 | $2.52 | 21.5% | 44% |
| 20260901 | $2.50 | $2.50 | 24.0% | 53% |
| 20260831 | $2.58 | $2.58 | 21.6% | 44% |
| 20260828 | $2.42 | $2.42 | 20.1% | 39% |
| 20260827 | $2.53 | $2.53 | 18.1% | 32% |
| 20260826 | $2.52 | $2.52 | 19.3% | 36% |
| 20260825 | $2.70 | $2.70 | 20.3% | 40% |
| 20260824 | $2.75 | $2.75 | 20.8% | 42% |
| 20260821 | $2.67 | $3.50 | 19.1% | 35% |
| 20260820 | $2.88 | $2.12 | 21.6% | 44% |
| 20260819 | $2.70 | $2.00 | 18.9% | 35% |
| 20260818 | $2.70 | $2.15 | 18.9% | 35% |
| 20260817 | $2.80 | $2.12 | 15.4% | 22% |
| 20260814 | $2.80 | $2.17 | 15.4% | 22% |
| 20260813 | $2.80 | $2.23 | 15.0% | 21% |
| 20260812 | $2.80 | $2.12 | 16.3% | 25% |
| 20260811 | $2.33 | $1.77 | 17.6% | 30% |
| 20260810 | $3.65 | $1.50 | 17.1% | 28% |
| 20260807 | — | — | 17.1% | 28% |
| 20260806 | $2.70 | $2.00 | 19.8% | 38% |
| 20260805 | $2.15 | $2.15 | 18.5% | 33% |
| 20260804 | $1.83 | $1.83 | 17.0% | 28% |
| 20260803 | $1.98 | $1.98 | 18.1% | 32% |
| 20260731 | $2.00 | $2.00 | 17.7% | 30% |
| 20260730 | $2.15 | $2.15 | 17.0% | 28% |
| 20260729 | $2.33 | $2.33 | 17.2% | 29% |
More on JVAL
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.