James River Group Ltd. (JRVR)
NASDAQ: JRVR
· Real-Time Price · USD
5.59
0.04 (0.72%)
At close: Oct 03, 2025, 3:59 PM
5.59
0.00%
After-hours: Oct 03, 2025, 04:10 PM EDT
JRVR Delta Exposure By Expiry
The total Delta Exposure (DEX) for JRVR across all expirations shows 1,435.87 net shares that market makers must hedge, with 2,764.17 from calls and 1,328.3 from puts. The put-call delta ratio of 0.48 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
JRVR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 134.15 | 0 | 134.15 | 0.00 |
| Nov 21, 25 | 2,481.37 | -672.55 | 1,808.82 | 0.27 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 134.86 | -655.75 | -520.89 | 4.86 |
| May 15, 26 | 13.79 | 0 | 13.79 | 0.00 |