James River Group Holdings (JRVR)'s 30-day implied volatility (IV30) was 41.2% at the close on October 23, 2026, down from 50.7% the day before, against a 52-week range of 28.0% to 64.4%. Its 20-day historical volatility was 39.7%.

Key numbers

30-day implied volatility (IV30): 41.2%
IV30 52-week range: 28.0% to 64.4% (median 40.9%)
Historical volatility: 20-day 39.7%, 1-year 42.7%
Implied move by the nearest expiration: ±3.2%

Data as of October 23, 2026.

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

Name: JRVR Implied Volatility
Creator: Market Chameleon