Cherry Hill Mortgage Investment Corp (CHMI) Historical Volatility

Tracking CHMI historical volatility helps you see how much Cherry Hill Mortgage Investment Corp's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Cherry Hill Mortgage Investment Corp's HV tells you what really happened. Use our scanner to monitor CHMI 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The CHMI 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Cherry Hill Mortgage Investment Corp's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Cherry Hill Mortgage Investment Corporation, a residential real estate finance company, acquires, invests in, and manages residential mortgage assets in the United States. The company operates through Investments in RMBS (residential mortgage-backed securities), Investments in Servicing Related Assets, and All Other segments. It manages a portfolio of servicing related assets and RMBS. Cherry Hill Mortgage Investment Corporation qualifies as a real estate investment trust for federal income tax purposes. The company generally would not be subject to federal corporate income taxes if it distributes at least 90% of its taxable income to its stockholders.

Cherry Hill Mortgage Investment Corporation was incorporated in 2012 and is based in Farmingdale, New Jersey.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Cherry Hill Mortgage Investment Corp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CHMI HV is running hot, cold, or in line. Make the CHMI 30 day historical volatility — and every other window — work for your edge instead of against it.