James River Group Holdings (JRVR)'s 30-day implied volatility (IV30) was 50.7% at the close on October 22, 2026, up from 41.3% the day before, against a 52-week range of 28.0% to 64.4%. Its 20-day historical volatility was 39.2%.

Key numbers

30-day implied volatility (IV30): 50.7%
IV30 52-week range: 28.0% to 64.4% (median 40.8%)
Historical volatility: 20-day 39.2%, 1-year 42.6%
Implied move by the nearest expiration: ±2.6%

Data as of October 22, 2026.

JRVR Implied Volatility (IV) vs Historical Volatility (HV)

Name: JRVR Implied Volatility
Creator: Market Chameleon