Chimera Investment Corp (CIM) Historical Volatility

Tracking CIM historical volatility helps you see how much Chimera 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, Chimera Investment Corp's HV tells you what really happened. Use our scanner to monitor CIM 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 CIM 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Chimera 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.

Chimera Investment Corporation operates as a real estate investment trust (REIT) in the United States. The company, through its subsidiaries, invests in a portfolio of mortgage assets, including residential mortgage loans, agency and non-agency residential mortgage-backed securities, agency mortgage-backed securities secured by pools of residential, commercial mortgage loans, and other real estate related securities. It has elected to be taxed as a REIT. In addition, the company invests in investment, non-investment grade, and non-rated classes. The company was incorporated in 2007 and is based in New York, New York.

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 Chimera Investment Corp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CIM HV is running hot, cold, or in line. Make the CIM 30 day historical volatility — and every other window — work for your edge instead of against it.