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ORC - Orchid Island Capital
Implied Volatility Analysis

Implied Volatility:
54.9%
Put/Call-Ratio:
2.06

Orchid Island Capital has an Implied Volatility (IV) of 54.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ORC is 24 and the Implied Volatility Percentile (IVP) is 48. The current Implied Volatility Index for ORC is -0.20 standard deviations away from its 1 year mean.

Market Cap$380.00M
Dividend Yield31.49% ($3.39)
Next Earnings Date10/27/2022 (33d)
Next Dividend Date9/29/2022 (5d) !
Implied Volatility (IV) 30d
54.85
Implied Volatility Rank (IVR) 1y
24.24
Implied Volatility Percentile (IVP) 1y
48.19
Historical Volatility (HV) 30d
28.38
IV / HV
1.93
Open Interest
2.08K
Option Volume
153.00
Put/Call Ratio (Volume)
2.06

Data was calculated after the 9/23/2022 closing.

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