James River Group Holdings JRVR 3.95 0.1 2.6%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
JRVR / Comparative study
3 signals / 509 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.62
6.18
Mean
16.43
Window
-80.8%
ATM IV
z -0.44
0.91
Mean
1.47
Window
+3.3%
IV Percentile
z -0.84
31.87
Mean
57.56
Window
-59.4%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.91 | 0.67 |
| ATM IV | 0.91 | 1.00 | 0.56 |
| IV Percent... | 0.67 | 0.56 | 1.00 |
Source observations
Data inspector
1-50 of 509
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-11 | 3.95 | 6.18 | 0.91 | 31.87 |
| 2026-09-10 | 3.85 | 32.28 | 3.37 | 93.23 |
| 2026-09-09 | 3.95 | 28.63 | 3.02 | 91.24 |
| 2026-09-08 | 4.03 | 25.72 | 2.75 | 90.84 |
| 2026-09-07 | 4.16 | 22.44 | 2.44 | 87.6 |
| 2026-09-04 | 4.16 | 1.77 | 0.5 | 0.4 |
| 2026-09-03 | 4.19 | 18.38 | 2.06 | 84.46 |
| 2026-09-02 | 4.06 | 19.22 | 2.14 | 85.66 |
| 2026-09-01 | 4.02 | 19.21 | 2.14 | 85.6 |
| 2026-08-31 | 4.01 | 18.52 | 2.07 | 85.14 |
| 2026-08-28 | 4.14 | 15.37 | 1.78 | 82 |
| 2026-08-27 | 4.12 | 15.31 | 1.77 | 81.2 |
| 2026-08-26 | 4.14 | 14.69 | 1.71 | 80.8 |
| 2026-08-25 | 4.13 | 14.46 | 1.69 | 80.4 |
| 2026-08-24 | 4.11 | 14.24 | 1.67 | 79.52 |
| 2026-08-21 | 4.05 | 13.83 | 1.63 | 78.8 |
| 2026-08-20 | 4.03 | 13.72 | 1.62 | 78.4 |
| 2026-08-19 | 4.02 | 13.66 | 1.61 | 78.4 |
| 2026-08-18 | 4.05 | 13.2 | 1.57 | 77.2 |
| 2026-08-17 | 4.02 | 12.98 | 1.55 | 77.11 |
| 2026-08-14 | 4.17 | 11 | 1.36 | 66.4 |
| 2026-08-13 | 4.33 | 9.22 | 1.2 | 59.6 |
| 2026-08-12 | 4.31 | 9.3 | 1.21 | 59.6 |
| 2026-08-11 | 4.2 | 10.33 | 1.3 | 64.8 |
| 2026-08-10 | 4.54 | 7.29 | 1.02 | 42.57 |
| 2026-08-07 | 4.7 | 5.25 | 0.82 | 24.4 |
| 2026-08-06 | 4.79 | 4.64 | 0.77 | 19.2 |
| 2026-08-05 | 4.7 | 5.25 | 0.82 | 23.6 |
| 2026-08-04 | 4.61 | 5.86 | 0.88 | 30.4 |
| 2026-08-03 | 4.6 | 6.81 | 0.97 | 36.55 |
| 2026-07-31 | 4.49 | 7.23 | 1.01 | 39.2 |
| 2026-07-30 | 4.47 | 7.18 | 1.01 | 38.8 |
| 2026-07-29 | 4.73 | 3.64 | 0.67 | 10 |
| 2026-07-28 | 4.79 | 3.45 | 0.65 | 8 |
| 2026-07-27 | 4.7 | 2.93 | 0.61 | 4.02 |
| 2026-07-24 | 4.71 | 2.82 | 0.6 | 3.6 |
| 2026-07-23 | 4.52 | 3.56 | 0.67 | 8.4 |
| 2026-07-22 | 4.53 | 3.86 | 0.69 | 10.8 |
| 2026-07-21 | 4.43 | 3.43 | 0.65 | 6.4 |
| 2026-07-20 | 4.58 | 2.26 | 0.54 | 1.61 |
| 2026-07-17 | 4.59 | 3.7 | 0.68 | 8 |
| 2026-07-16 | 4.54 | 3.3 | 0.64 | 4.8 |
| 2026-07-15 | 4.4 | 4.14 | 0.72 | 11.2 |
| 2026-07-14 | 4.55 | 3.19 | 0.63 | 4 |
| 2026-07-13 | 4.58 | 2.97 | 0.61 | 3.21 |
| 2026-07-10 | 4.56 | 3.24 | 0.63 | 3.6 |
| 2026-07-09 | 4.52 | 2.31 | 0.55 | 1.6 |
| 2026-07-08 | 4.59 | 3.73 | 0.68 | 6.4 |
| 2026-07-07 | 4.56 | 5.81 | 0.88 | 24 |
| 2026-07-02 | 4.46 | 4 | 0.71 | 8.37 |