Implied Volatility (Mean) (180-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

James River Group Holdings, Ltd. (JRVR) had 180-Day Implied Volatility (Mean) of 0.5118 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6458
Historical Volatility (Parkinson)	0.5962
Implied Volatility (Calls)	0.5450
Implied Volatility (Puts)	0.4786
Implied Volatility (Mean)	0.5118
Put-Call Implied Volatility Ratio	0.8780
Implied Volatility Skew	0.0361
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1670