Implied Volatility (Mean) (90-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Cherry Hill Mortgage Investment Corporation (CHMI) had 90-Day Implied Volatility (Mean) of 0.7770 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4899
Historical Volatility (Parkinson)	0.4481
Implied Volatility (Calls)	0.6993
Implied Volatility (Puts)	0.8547
Implied Volatility (Mean)	0.7770
Put-Call Implied Volatility Ratio	1.2221
Implied Volatility Skew	-0.0757
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0238