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CIM - Chimera Investment
Implied Volatility Analysis

Implied Volatility:
66.8%
Put/Call-Ratio:
0.01

Chimera Investment has an Implied Volatility (IV) of 66.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CIM is 83 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for CIM is 2.85 standard deviations away from its 1 year mean.

Market Cap$1.39B
Dividend Yield21.05% ($1.26)
Next Earnings Date11/2/2022 (34d)
Next Dividend Date9/29/2022 (0d) !
Implied Volatility (IV) 30d
66.77
Implied Volatility Rank (IVR) 1y
82.74
Implied Volatility Percentile (IVP) 1y
98.40
Historical Volatility (HV) 30d
52.09
IV / HV
1.28
Open Interest
157.38K
Option Volume
21.48K
Put/Call Ratio (Volume)
0.01

Data was calculated after the 9/28/2022 closing.

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