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AAIC - Arlington Asset Investment Corp - Class A
Implied Volatility Analysis

Implied Volatility:
152.4%

Arlington Asset Investment Corp - Class A has an Implied Volatility (IV) of 152.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AAIC is 16 and the Implied Volatility Percentile (IVP) is 16. The current Implied Volatility Index for AAIC is -0.94 standard deviations away from its 1 year mean.

Market Cap$77.43M
Next Earnings Date11/8/2022 (38d)
Implied Volatility (IV) 30d
152.40
Implied Volatility Rank (IVR) 1y
15.93
Implied Volatility Percentile (IVP) 1y
16.00
Historical Volatility (HV) 30d
37.15
IV / HV
4.10
Open Interest
818.00

Data was calculated after the 9/30/2022 closing.

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