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CHMI - Cherry Hill Mortgage Investment Corporation
Implied Volatility Analysis

Implied Volatility:
500.3%

Cherry Hill Mortgage Investment Corporation has an Implied Volatility (IV) of 500.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CHMI is 84 and the Implied Volatility Percentile (IVP) is 99. The current Implied Volatility Index for CHMI is 3.58 standard deviations away from its 1 year mean.

Market Cap$125.16M
Dividend Yield16.06% ($1.02)
Next Earnings Date11/8/2022 (47d)
Next Dividend Date9/29/2022 (7d) !
Implied Volatility (IV) 30d
500.28
Implied Volatility Rank (IVR) 1y
83.65
Implied Volatility Percentile (IVP) 1y
99.01
Historical Volatility (HV) 30d
14.13
IV / HV
35.41
Open Interest
893.00

Data was calculated after the 9/21/2022 closing.

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