Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

James River Group Holdings, Ltd. (JRVR) had 120-Day Implied Volatility Skew of 0.3610 for 2026-06-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6159
Historical Volatility (Parkinson)	0.4213
Implied Volatility (Calls)	1.6012
Implied Volatility (Puts)	2.1783
Implied Volatility (Mean)	1.8897
Put-Call Implied Volatility Ratio	1.3605
Implied Volatility Skew	0.3610
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.5280