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ARR - ARMOUR Residential REIT
Implied Volatility Analysis

Implied Volatility:
72.6%
Put/Call-Ratio:
0.30

ARMOUR Residential REIT has an Implied Volatility (IV) of 72.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ARR is 40 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for ARR is 1.07 standard deviations away from its 1 year mean.

Market Cap$752.00M
Dividend Yield17.03% ($1.12)
Next Earnings Date10/26/2022 (35d)
Implied Volatility (IV) 30d
72.56
Implied Volatility Rank (IVR) 1y
40.24
Implied Volatility Percentile (IVP) 1y
88.00
Historical Volatility (HV) 30d
25.92
IV / HV
2.80
Open Interest
28.73K
Option Volume
192.00
Put/Call Ratio (Volume)
0.30

Data was calculated after the 9/20/2022 closing.

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