James River Group Ltd. (JRVR)
4.93
0.06 (1.23%)
At close: Feb 28, 2025, 3:59 PM
4.95
0.41%
After-hours: Feb 28, 2025, 04:00 PM EST
Volatility Exposure
James River Ltd. has experienced an average implied
volatility of 0.77 and an average realized volatility of 0.61.
Volatility History
| Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. | Vol. Spread |
|---|---|---|---|---|---|---|---|
| 02/26/25 | -0.62% | 0 | 2.10K | +32.30% | 0.77 | n/a | n/a |
| 02/25/25 | -0.62% | 0 | 1.58K | +1.02% | 0.82 | n/a | n/a |
| 02/24/25 | -0.62% | 0 | 1.57K | +19.32% | 0.65 | n/a | n/a |
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