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AGNC - AGNC Investment
Implied Volatility Analysis

Implied Volatility:
36.9%
Put/Call-Ratio:
0.38

AGNC Investment has an Implied Volatility (IV) of 36.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AGNC is 14 and the Implied Volatility Percentile (IVP) is 73. The current Implied Volatility Index for AGNC is 0.11 standard deviations away from its 1 year mean.

Market Cap$5.63B
Dividend Yield13.75% ($1.35)
Next Earnings Date1/30/2023 (64d)
Next Dividend Date11/29/2022 (2d) !
Implied Volatility (IV) 30d
36.88
Implied Volatility Rank (IVR) 1y
13.96
Implied Volatility Percentile (IVP) 1y
73.02
Historical Volatility (HV) 30d
42.83
IV / HV
0.86
Open Interest
636.85K
Option Volume
23.41K
Put/Call Ratio (Volume)
0.38

Data was calculated after the 11/25/2022 closing.

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