← Back to Stock / ETF implied volatility screener

NYMT - New York Mortgage Trust
Implied Volatility Analysis

Implied Volatility:
99.9%
Put/Call-Ratio:
0.06

New York Mortgage Trust has an Implied Volatility (IV) of 99.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NYMT is 25 and the Implied Volatility Percentile (IVP) is 33. The current Implied Volatility Index for NYMT is -0.42 standard deviations away from its 1 year mean.

Market Cap$1.04B
Dividend Yield13.48% ($0.38)
Next Earnings Date2/16/2023 (76d)
Implied Volatility (IV) 30d
99.88
Implied Volatility Rank (IVR) 1y
24.50
Implied Volatility Percentile (IVP) 1y
32.78
Historical Volatility (HV) 30d
33.74
IV / HV
2.96
Open Interest
31.30K
Option Volume
108.00
Put/Call Ratio (Volume)
0.06

Data was calculated after the 12/1/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.