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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
James River Group Holdings (JRVR) - NASDAQ Next Earnings Date: Estimated on March 2, 2026
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 5.2
Avg Daily Volume: 282,774    Market Cap: 253.3M
Sector: N/A    Short Interest: 2.35
Live Interactive Chart
Days to Next Earnings: 24 Days
Implied Move Monthly: 13.49%       Expires on: March 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
March 2, 2026 AC None $0.00 @$7.50 $0.95
($7.04)
13.49% -None% -None% $0.00 $0.00
( N/A )
None%
Nov. 3, 2025 AC 5.1 $5.17 @$5.00 $1.23
($5.17)
24.6% 15.08% I 15.08% I $5.95 $1.05
( $5.95 )
-14.63%
Aug. 4, 2025 AC 5.4 $5.52 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2025 AC 5.4 $4.91 @$5.00
March 3, 2025 AC 4.2 $4.90 @$5.00
Nov. 11, 2024 AC 4.0 $6.62 @$7.50
Feb. 28, 2024 AC 3.8 $10.37 @$10.00
Nov. 7, 2023 AC 3.6 $14.14 @$15.00
Aug. 7, 2023 AC 3.8 $17.77 @$17.50
May 2, 2023 AC 3.8 $18.99 @$20.00

 
 
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