John Marshall Bancorp (JMSB) Options Chain
NASDAQ: JMSBFinanceMajor BanksUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Mar 19, 2027
- Days to expiration
- 159
- Share price
- $22.80
- Put/call ratio (OI)
- 0.00
- Put/call ratio (volume)
- 0.00
- Expected move
- ±$9.01
- Open interest (C / P)
- 8 / 0
JMSB options summary
The JMSB options chain for the March 19, 2027 expiration lists 1 call and 0 put contracts, with 159 days until expiration. Open interest stands at 8 calls and 0 puts, a put/call ratio of 0.00, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $22.50 strike is 59.9%, which implies the market expects a move of about ±$9.01 (39.5%) in John Marshall Bancorp stock by expiration.
Summary generated from market data by MetaCap's automated system. Methodology
JMSB options chain · March 19, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 2.95 | 0.60 | 3.70 | 22.50 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is the JMSB put/call ratio?
For the March 19, 2027 expiration, the JMSB put/call ratio based on open interest is 0.00 (0 puts vs 8 calls), and 0.00 based on today's volume. A ratio above 1 means more puts than calls.
What is JMSB's implied volatility?
At-the-money implied volatility for JMSB options expiring March 19, 2027 is about 59.9%, an annualized estimate of how much the market expects John Marshall Bancorp stock to move.
How many JMSB option expiration dates are there?
JMSB has 2 listed expiration dates, from Dec 18, 2026 to Mar 19, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.