James River Group Ltd. (JRVR)
4.04
-0.19 (-4.49%)
At close: Apr 03, 2025, 2:33 PM
Volatility Exposure
James River Ltd. has experienced an average implied
volatility of 0.78 and an average realized volatility of 0.72.
Volatility History
| Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. | Vol. Spread |
|---|---|---|---|---|---|---|---|
| 04/02/25 | +3.42% | 0 | 2.25K | +0.67% | 0.83 | n/a | n/a |
| 03/28/25 | -2.30% | 0 | 2.23K | +0.00% | 0.8 | n/a | n/a |
| 03/27/25 | +3.81% | 0 | 2.23K | +0.00% | 0.75 | n/a | n/a |
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