James River Group Holdings, Ltd. (JRVR) Options History
Historical options analytics archive for JRVR with monthly max pain, implied volatility, gamma exposure, and put/call data.
74 months of complete options data available.
JRVR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for JRVR. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 68.6% | 27.1% | $2.50 | $740 | $135.0K | 0.07 |
| 2026-08 | 20 | 69.4% | 27.4% | $2.50 | -$176 | $163.0K | 1.94 |
| 2026-07 | 19 | 39.7% | 14.6% | $5.00 | $3.5K | -$59.5K | 0.11 |
| 2026-06 | 18 | 46.3% | 17.4% | $5.00 | $8 | $37.3K | 2.57 |
| 2026-05 | 19 | 49.9% | 17.0% | $5.00 | $704 | -$13.2K | 4.93 |
| 2026-04 | 20 | 85.0% | 28.5% | $5.00 | $6.9K | -$290.9K | 0.44 |
This archive aggregates JRVR's daily end-of-day options snapshots into monthly summaries, spanning 2015-10 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how JRVR option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 68.6%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.07.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
2015
Frequently asked JRVR history questions
- How much options history is available for JRVR?
- This archive holds 74 months of JRVR options analytics, spanning 2015-10 through 2026-09. Each entry is a monthly rollup of JRVR's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the JRVR archive.
- What data does each monthly JRVR aggregate contain?
- Every monthly row summarizes that month of JRVR option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 68.6%, an average IV rank of 27.1%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.07.
- How is the JRVR options-history archive built and how often does it update?
- The archive is derived from JRVR's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how JRVR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.