ORC
Orchid Island Capital
$10.08
-0.55% ($4.56)
Market Cap: $377.26M
Open Interest: 4.2K
Option Volume: 139.0
Dividend
25.76% ($2.48)
5/30/2023 (1d) !
25.76% ($2.48)
5/30/2023 (1d) !
Next Earnings
8/3/2023 (66d)
8/3/2023 (66d)
Implied Volatility
36.2%
IV Min 1y:
31.8%
IV Max 1y:
95.3%
IV Rank 1y
7
7
IV Percentile 1y
6
6
IV ZScore 1y
-1.27
-1.27
Historical Volatility 30d
38.21%
38.21%
IV/HV
0.95
0.95
Put/Call Ratio
0.96
0.96
Orchid Island Capital has an Implied Volatility (IV) of 36.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ORC is 7 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for ORC is -1.3 standard deviations away from its 1 year mean of 52.3%.
Data as of 5/26/2023