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NREF - NexPoint Real Estate Finance
Implied Volatility Analysis

Implied Volatility:
116.3%

NexPoint Real Estate Finance has an Implied Volatility (IV) of 116.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NREF is 97 and the Implied Volatility Percentile (IVP) is 96. The current Implied Volatility Index for NREF is 1.68 standard deviations away from its 1 year mean.

Market Cap$272.18M
Dividend Yield10.49% ($1.91)
Next Earnings Date2/16/2023 (77d)
Next Dividend Date12/14/2022 (13d) !
Implied Volatility (IV) 30d
116.33
Implied Volatility Rank (IVR) 1y
96.83
Implied Volatility Percentile (IVP) 1y
96.00
Historical Volatility (HV) 30d
42.64
IV / HV
2.73
Open Interest
219.00

Data was calculated after the 11/30/2022 closing.

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