James River Group Holdings Inc (JRVR) Historical Volatility

Tracking JRVR historical volatility helps you see how much James River Group Holdings Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, James River Group Holdings Inc's HV tells you what really happened. Use our scanner to monitor JRVR 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The JRVR 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing James River Group Holdings Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

James River Group Holdings, Ltd., through its subsidiaries, provides specialty insurance and reinsurance services in the United States. It operates through Excess and Surplus Lines, Specialty Admitted Insurance, and Casualty Reinsurance segments. The Excess and Surplus Lines segment underwrites liability and property insurance on an excess and surplus commercial lines basis in all states and the District of Columbia. This segment distributes its insurance policies primarily through wholesale insurance brokers. The Specialty Admitted Insurance segment provides workers' compensation coverage for building trades, healthcare employees, goods and services, light manufacturing, specialty transportation, and agriculture, as well as fronting and program business.

The Casualty Reinsurance segment offers proportional and working layer casualty reinsurance to third parties and other insurance companies. James River Group Holdings, Ltd. was founded in 2002 and is headquartered in Pembroke, Bermuda.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts James River Group Holdings Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where JRVR HV is running hot, cold, or in line. Make the JRVR 30 day historical volatility — and every other window — work for your edge instead of against it.