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FBRT - Franklin BSP Realty Trust
Implied Volatility Analysis

Implied Volatility:
158.7%

Franklin BSP Realty Trust has an Implied Volatility (IV) of 158.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FBRT is 53 and the Implied Volatility Percentile (IVP) is 93. The current Implied Volatility Index for FBRT is 1.58 standard deviations away from its 1 year mean.

Market Cap$1.02B
Dividend Yield7.97% ($0.97)
Next Earnings Date11/4/2022 (35d)
Implied Volatility (IV) 30d
158.69
Implied Volatility Rank (IVR) 1y
52.99
Implied Volatility Percentile (IVP) 1y
93.42
Historical Volatility (HV) 30d
65.66
IV / HV
2.42
Open Interest
692.00

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

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