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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
James River Group Holdings (JRVR) - NASDAQ Next Earnings Date: OS Estimate: Nov. 3, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 5.3
Avg Daily Volume: 248,574    Market Cap: 217.3M
Sector: Financial Services    Short Interest: 3.61
Live Interactive Chart
Implied Move Monthly: 11.70%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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
Aug. 10, 2026 AC None $0.00 @$5.00 $0.55
($4.70)
11.7% -None% -None% $0.00 $0.00
( N/A )
None%
May 4, 2026 AC 5.1 $6.13 @$5.00 $1.23
($6.13)
24.6% -25.44% O -23.65% I $4.68 $0.85
( $4.68 )
-30.89%
March 2, 2026 AC 5.2 $7.13 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 3, 2025 AC 5.1 $5.17 @$5.00
Aug. 4, 2025 AC 5.4 $5.52 @$5.00
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

 
 
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