JRVR
James River Group Holdings, IncFinancial Services$6.19
◆ Neutral
Mkt Cap: $284.5MFloat: 40.4MSI: 2.9%DTC: 4.3
Data as of market close Apr 7, 2026
IV Rank
-
IV Pctl
-
HV 20d
46.7%
52W Range
$4-$7
ATR(14)
$0.20
Exp. Move
±20.6%
P/C Ratio
0.06
Earnings
May 4
GEX Positive
DEX Long
Net Put Premium
Max Pain Below
Exp. Move Wide
Low Put/Call
JRVR Key Options Data
- Total GEX
- $0.00B
- Total DEX
- $0.1M
- Max Pain
- $5.00
- Expected Move
- ±20.6%
- Put/Call OI
- 0.06
- Net Premium
- $-0.0M
- Spot Price
- $6.19
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-17 | 10 | ±$1.27 | ±20.6% | $4.92 | $7.47 |
| 2026-05-15 | 38 | ±$1.75 | ±28.3% | $4.44 | $7.94 |
| 2026-08-21 | 136 | ±$0.40 | ±6.5% | $5.79 | $6.59 |
| 2026-11-20 | 227 | ±$1.03 | ±16.6% | $5.17 | $7.22 |
Explore JRVR options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.