James River Group (JRVR) Options Chain
NASDAQ: JRVRFinanceProperty-Casualty InsurersUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- May 21, 2027
- Days to expiration
- 223
- Share price
- $3.63
- Put/call ratio (OI)
- 0.18
- Put/call ratio (volume)
- 0.63
- Expected move
- ±$1.49
- Open interest (C / P)
- 313 / 55
JRVR options summary
The JRVR options chain for the May 21, 2027 expiration lists 2 call and 2 put contracts, with 223 days until expiration. Open interest stands at 313 calls and 55 puts, a put/call ratio of 0.18, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $2.50 strike is 52.3%, which implies the market expects a move of about ±$1.49 (40.9%) in James River Group stock by expiration.
The most open interest sits at the $2.50 call (175 contracts) and the $5.00 put (30 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
JRVR options chain · May 21, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 1.35 | 0.80 | 1.70 | 2.50 | — | — | — | |||||
| 0.16 | 0.00 | 0.45 | 5.00 | 0.15 | 1.90 | 1.70 | |||||
| — | — | — | 7.50 | 3.40 | 4.20 | 4.10 | |||||
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 JRVR put/call ratio?
For the May 21, 2027 expiration, the JRVR put/call ratio based on open interest is 0.18 (55 puts vs 313 calls), and 0.63 based on today's volume. A ratio above 1 means more puts than calls.
What is JRVR's implied volatility?
At-the-money implied volatility for JRVR options expiring May 21, 2027 is about 52.3%, an annualized estimate of how much the market expects James River Group stock to move.
How many JRVR option expiration dates are there?
JRVR has 4 listed expiration dates, from Oct 16, 2026 to May 21, 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.