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AGNC - AGNC Investment
Implied Volatility Analysis

Implied Volatility:
34.0%
Put/Call-Ratio:
0.38

AGNC Investment has an Implied Volatility (IV) of 34.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AGNC is 8 and the Implied Volatility Percentile (IVP) is 53. The current Implied Volatility Index for AGNC is -0.24 standard deviations away from its 1 year mean.

Market Cap$5.64B
Dividend Yield12.55% ($1.23)
Next Earnings Date5/1/2023 (30d)
Implied Volatility (IV) 30d
33.96
Implied Volatility Rank (IVR) 1y
7.85
Implied Volatility Percentile (IVP) 1y
53.20
Historical Volatility (HV) 30d
30.86
IV / HV
1.10
Open Interest
403.00K
Option Volume
24.16K
Put/Call Ratio (Volume)
0.38

Data was calculated after the 3/31/2023 closing.

This stock chart shows AGNC Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for AGNC AGNC Investment over a one year time horizon.
Tradingview Chart →

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