Share price$4.01
1D+3.4%
Sold putSold callAH
James River Group Holdings, Inc. Common Stock JRVR
i
Market datapartial · fetched 2026-10-22T22:01:01.528Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:00:06.392332024Z
FundamentalsAlpha Vantage · unavailable
James River Group Holdings, Inc. Common Stock options
PutsExpensive5.98×
CallsExpensive6.87×
SkewBullish-82.80 pp
Implied moveBearish±$1.95
TiltBearish20.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.77 | 155.1% | 74.4% | 2.68 | 310.7% | 47.5% |
| 25Δ | 8.29 | 231.7% | 116.0% | 2.93 | 291.0% | 43.1% |
| 30Δ | 9.82 | 308.2% | 157.6% | 3.19 | 271.3% | 38.6% |
| 35Δ | 11.34 | 384.7% | 199.3% | 3.44 | 251.6% | 34.2% |
| 40Δ | 12.29 | 436.1% | 226.2% | 3.69 | 232.0% | 29.7% |
| 45Δ | 11.40 | 406.9% | 205.7% | 3.94 | 212.3% | 25.2% |
| 50Δ | 10.51 | 377.6% | 185.2% | 4.19 | 192.6% | 20.8% |
| 55Δ | 9.62 | 348.3% | 164.7% | 4.45 | 173.0% | 16.3% |
| 60Δ | 8.73 | 319.0% | 144.2% | 4.70 | 153.3% | 11.8% |
| 65Δ | 7.83 | 289.7% | 123.7% | 4.95 | 133.6% | 7.4% |
| 70Δ | 6.94 | 260.4% | 103.2% | 6.75 | 182.8% | 6.5% |
| 75Δ | 6.05 | 231.1% | 82.7% | 8.94 | 249.0% | 6.5% |
| 80Δ | 5.16 | 201.9% | 62.2% | |||
20Δ
- Pseudo strike
- 6.77
- IV
- 155.1%
- B/E move
- 74.4%
- Pseudo strike
- 2.68
- IV
- 310.7%
- B/E move
- 47.5%
25Δ
- Pseudo strike
- 8.29
- IV
- 231.7%
- B/E move
- 116.0%
- Pseudo strike
- 2.93
- IV
- 291.0%
- B/E move
- 43.1%
30Δ
- Pseudo strike
- 9.82
- IV
- 308.2%
- B/E move
- 157.6%
- Pseudo strike
- 3.19
- IV
- 271.3%
- B/E move
- 38.6%
35Δ
- Pseudo strike
- 11.34
- IV
- 384.7%
- B/E move
- 199.3%
- Pseudo strike
- 3.44
- IV
- 251.6%
- B/E move
- 34.2%
40Δ
- Pseudo strike
- 12.29
- IV
- 436.1%
- B/E move
- 226.2%
- Pseudo strike
- 3.69
- IV
- 232.0%
- B/E move
- 29.7%
45Δ
- Pseudo strike
- 11.40
- IV
- 406.9%
- B/E move
- 205.7%
- Pseudo strike
- 3.94
- IV
- 212.3%
- B/E move
- 25.2%
50Δ
- Pseudo strike
- 10.51
- IV
- 377.6%
- B/E move
- 185.2%
- Pseudo strike
- 4.19
- IV
- 192.6%
- B/E move
- 20.8%
55Δ
- Pseudo strike
- 9.62
- IV
- 348.3%
- B/E move
- 164.7%
- Pseudo strike
- 4.45
- IV
- 173.0%
- B/E move
- 16.3%
60Δ
- Pseudo strike
- 8.73
- IV
- 319.0%
- B/E move
- 144.2%
- Pseudo strike
- 4.70
- IV
- 153.3%
- B/E move
- 11.8%
65Δ
- Pseudo strike
- 7.83
- IV
- 289.7%
- B/E move
- 123.7%
- Pseudo strike
- 4.95
- IV
- 133.6%
- B/E move
- 7.4%
70Δ
- Pseudo strike
- 6.94
- IV
- 260.4%
- B/E move
- 103.2%
- Pseudo strike
- 6.75
- IV
- 182.8%
- B/E move
- 6.5%
75Δ
- Pseudo strike
- 6.05
- IV
- 231.1%
- B/E move
- 82.7%
- Pseudo strike
- 8.94
- IV
- 249.0%
- B/E move
- 6.5%
80Δ
- Pseudo strike
- 5.16
- IV
- 201.9%
- B/E move
- 62.2%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations