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AGM - Federal Agricultural Mortgage Corp. - Class C
Implied Volatility Analysis

Implied Volatility:
49.0%

Federal Agricultural Mortgage Corp. - Class C has an Implied Volatility (IV) of 49.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AGM is 79 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for AGM is 2.49 standard deviations away from its 1 year mean.

Market Cap$1.09B
Dividend Yield3.43% ($3.68)
Next Earnings Date11/7/2022 (42d)
Implied Volatility (IV) 30d
48.95
Implied Volatility Rank (IVR) 1y
78.87
Implied Volatility Percentile (IVP) 1y
98.40
Historical Volatility (HV) 30d
25.74
IV / HV
1.90
Open Interest
681.00
Option Volume
1.00

Data was calculated after the 9/23/2022 closing.

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