James River Group Ltd. (JRVR)
NASDAQ: JRVR
· Real-Time Price · USD
5.59
0.04 (0.72%)
At close: Oct 03, 2025, 3:59 PM
JRVR Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for JRVR across all expirations is 823.69 shares per 1% move, with 1,235.18 from calls and 411.49 from puts. The put-call GEX ratio of 0.33 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
JRVR GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 39.12 | 0 | 39.12 | 0.00 |
| Nov 21, 25 | 1,164.85 | -374.75 | 790.1 | 0.32 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 26.06 | -36.74 | -10.68 | 1.41 |
| May 15, 26 | 5.15 | 0 | 5.15 | 0.00 |