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REFI - Chicago Atlantic Real Estate Finance
Implied Volatility Analysis

Implied Volatility:
117.0%

Chicago Atlantic Real Estate Finance has an Implied Volatility (IV) of 117.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for REFI is 64 and the Implied Volatility Percentile (IVP) is 78. The current Implied Volatility Index for REFI is 0.67 standard deviations away from its 1 year mean.

Market Cap$286.06M
Dividend Yield9.51% ($1.54)
Implied Volatility (IV) 30d
116.98
Implied Volatility Rank (IVR) 1y
64.11
Implied Volatility Percentile (IVP) 1y
78.05
Historical Volatility (HV) 30d
35.13
IV / HV
3.33
Open Interest
16.00

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

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