James River Group Holdings Inc

JRVRNASDAQ · USD
3.53USD0.00 (0.00%)
815

James River Group Holdings Inc (JRVR) Implied Volatility Current

JRVR implied volatility is 140%. IV Rank is 82%, placing current premiums in the top of their 52-week range.

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Tracking JRVR implied volatility helps you identify when options premiums on James River Group Holdings Inc are historically cheap or expensive, and where the best trades are hiding. James River Group Holdings Inc implied volatility reflects the market's expectation of future price movement: when JRVR IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor James River Group Holdings Inc's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For JRVR, tracking metrics like JRVR IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on JRVR signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

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.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where JRVR implied volatility sits today versus where it has been. Our scanner ranks James River Group Holdings Inc implied volatility against its historical range, surfaces extremes in JRVR IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether James River Group Holdings Inc IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
81.75%IV Rank
High

IV is near its yearly peak - premiums are expensive, favoring sellers.

Implied Volatility (30d)139.88%

IV Rank81.75%

Historical Volatility (30d)29.85%

IV - HV+110.03%

As of September 25, 2026

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