JRVR
James River Group Holdings, Inc.
OpenVolumeMkt capP/EEPSDiv yield
Day – 52-wk –
Expected move
InputsLast report2 of 8 at or beyond impliedshaded = implied▲▼ = realized× = |realized| ÷ implied
James River Group Holdings, Inc.
Expected move
InputsLast report2 of 8 at or beyond impliedshaded = implied▲▼ = realized× = |realized| ÷ implied
−7.60%
vs ±13.3% implied · ×0.57
shaded = implied · ▲▼ = realized
5 direct
James River Group Holdings, Inc.
3.88
−0.09 · −2.19%
post 3.88 0.00%
Expected move
Inputs8Q avg ±13.7%·×1.70·rich
straddle ±27.3%
spot 3.97exp Nov 20ATM strike 5ATM straddle 1.27IV 118%