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EARN - Ellington Residential Mortgage REIT
Implied Volatility Analysis

Implied Volatility:
191.1%
Put/Call-Ratio:
0.20

Ellington Residential Mortgage REIT has an Implied Volatility (IV) of 191.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EARN is 76 and the Implied Volatility Percentile (IVP) is 99. The current Implied Volatility Index for EARN is 3.59 standard deviations away from its 1 year mean.

Market Cap$87.24M
Dividend Yield14.51% ($0.97)
Next Earnings Date11/1/2022 (32d)
Implied Volatility (IV) 30d
191.05
Implied Volatility Rank (IVR) 1y
75.71
Implied Volatility Percentile (IVP) 1y
99.20
Historical Volatility (HV) 30d
50.05
IV / HV
3.82
Open Interest
644.00
Option Volume
24.00
Put/Call Ratio (Volume)
0.20

Data was calculated after the 9/29/2022 closing.

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