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MRCC - Monroe Capital
Implied Volatility Analysis

Implied Volatility:
283.3%

Monroe Capital has an Implied Volatility (IV) of 283.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MRCC is 100 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for MRCC is 6.07 standard deviations away from its 1 year mean.

Market Cap$180.26M
Dividend Yield11.55% ($0.96)
Next Earnings Date11/1/2022 (46d)
Implied Volatility (IV) 30d
283.28
Implied Volatility Rank (IVR) 1y
100.00
Implied Volatility Percentile (IVP) 1y
100.00
Historical Volatility (HV) 30d
24.27
IV / HV
11.67
Open Interest
579.00

Data was calculated after the 9/15/2022 closing.

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