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James River Group Holdings JRVR 3.25 0.04 1.09%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
2.22
Put Call Ratio (OI)
0.141
Put Call Ratio (Vol)
0.012
IV Rank
20.1
IV Percentile
85.4
Max pain
5

Gamma exposure (2026-11-11)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
9.0
191.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-9.3
9.3
View values by strike
JRVR · Gamma exposure · 2026-11-11. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 4.99 K -10.9
5.00 2.57 K -1.93 K
7.50 0 -56.8
12.50 0.767 0