JRVR · James River Group Holdings, Inc.

Track JRVR — free

$4.17 -0.16 (-3.70%) At close · Aug 14

Market Cap

$192.82M

46.24M

Options Chain

Underlying $4.17 · at close Aug 14, 2026 Options Calculator

Positioning

Aug 21, 2026 · 5 days to expiry · 10 contracts · mixed snapshot sessions · Mar 6, 2026–Aug 13, 2026; 2 unknown

Put / call OI

—

dated and unknown snapshot sessions

Open interest

—

dated and unknown snapshot sessions

Volume

—

dated and unknown snapshot sessions

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 5d Sep 18 33d Nov 20 96d Feb 19 187d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
18	2	438.2%	0.883	$1.57		—	—	—	—	0
Call · $2.5 In the money Snapshot session Jun 5, 2026 Last $1.57 Breakeven $4.07 Implied vol 438.2% Delta 0.883 ≈88% ITM Gamma 0.085 Theta -0.039 Vega 0.001 Open interest 18 Model this call Put · $2.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
Underlying $4.17
621	1	211.7%	0.286	$0.18		$0.60	—	—	1	134
Call · $5 Snapshot session Aug 10, 2026 Last $0.18 Breakeven $5.18 Implied vol 211.7% Delta 0.286 ≈29% ITM Gamma 0.31 Theta -0.033 Vega 0.002 Open interest 621 Model this call Put · $5 In the money Snapshot session Aug 13, 2026 Last $0.60 Breakeven $4.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 134 Model this put
22	1	—	—	$0.45		$1.75	—	—	20	0
Call · $7.5 Snapshot session Mar 25, 2026 Last $0.45 Breakeven $7.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 22 Model this call Put · $7.5 In the money Snapshot session Mar 20, 2026 Last $1.75 Breakeven $5.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
375	75	—	—	$0.08		—	—	—	—	0
Call · $10 Snapshot session May 11, 2026 Last $0.08 Breakeven $10.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 375 Model this call Put · $10 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	—	—	$0.15		$6.10	—	—	1	0
Call · $12.5 Snapshot session Aug 10, 2026 Last $0.15 Breakeven $12.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $12.5 In the money Snapshot session Mar 6, 2026 Last $6.10 Breakeven $6.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Each contract's last price, volume, greeks, implied volatility and open interest belongs to the snapshot session shown in its details; unknown means the provider omitted the timestamp. This chain has mixed snapshot sessions · Mar 6, 2026–Aug 13, 2026; 2 unknown. Cross-contract positioning totals are shown only when every returned row has the same known session. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.

Key facts CIK 1620459 CUSIP 46990A102 13F (30d) 108 filings 107 filers Visit website Investor relations