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.
|Dividend Yield||14.51% ($0.97)|
|Next Earnings Date||11/1/2022 (32d)|
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
|Put/Call Ratio (Volume)|
Data was calculated after the 9/29/2022 closing.