James River Group Holdings Inc (JRVR) Straddle

Trading a JRVR straddle lets you take a pure volatility position on James River Group Holdings Inc without committing to a direction. James River Group Holdings Inc's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate JRVR straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on JRVR profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when James River Group Holdings Inc stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the JRVR straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

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.

Earnings, product cycles, macro prints — any time volatility itself is the trade, the JRVR straddle is the cleanest expression of that view. Our scanner prices every JRVR straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a JRVR straddle into a catalyst or short a JRVR straddle to harvest decay, the options straddle setups that matter are all in one place.