Orchid Island Capital Inc

ORCNYSE · USD
6.02USD-0.07 (-1.15%)
345

Orchid Island Capital Inc (ORC) Implied Volatility Current

ORC implied volatility is 25%. IV Rank is 12%, placing current premiums in the bottom of their 52-week range.

Read more

Tracking ORC implied volatility helps you identify when options premiums on Orchid Island Capital Inc are historically cheap or expensive, and where the best trades are hiding. Orchid Island Capital Inc implied volatility reflects the market's expectation of future price movement: when ORC IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor Orchid Island Capital Inc's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For ORC, tracking metrics like ORC IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on ORC signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

Orchid Island Capital, Inc., a specialty finance company, invests in residential mortgage-backed securities (RMBS) in the United States. The company's RMBS is backed by single-family residential mortgage loans, referred as Agency RMBS. Its portfolio includes traditional pass-through Agency RMBS, such as mortgage pass through certificates and collateralized mortgage obligations; and structured Agency RMBS comprising interest only securities, inverse interest only securities, and principal only securities. The company qualifies as a real estate investment trust for federal income tax purposes. Orchid Island Capital, Inc.

was incorporated in 2010 and is based in Vero Beach, Florida.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where ORC implied volatility sits today versus where it has been. Our scanner ranks Orchid Island Capital Inc implied volatility against its historical range, surfaces extremes in ORC IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether Orchid Island Capital Inc IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
11.90%IV Rank
Low

IV is compressed vs the past year - options are relatively cheap, favoring buyers.

Implied Volatility (30d)24.54%

IV Rank11.90%

Historical Volatility (30d)16.39%

IV - HV+8.15%

As of September 17, 2026

Trade options with IV on your side

Track ORC IV rank across every expiration, spot where volatility is elevated, and identify high-probability setups before the window closes.

Start your 14-day free trial