Chimera Investment (CIM)'s 30-day implied volatility (IV30) was 31.2% at the close on October 29, 2026, down from 35.1% the day before, against a 52-week range of 15.8% to 36.9%. Its 20-day historical volatility was 34.1%.

Key numbers

30-day implied volatility (IV30): 31.2%
IV30 52-week range: 15.8% to 36.9% (median 25.2%)
Historical volatility: 20-day 34.1%, 1-year 25.0%
Implied move by the nearest expiration: ±2.3%

Data as of October 29, 2026.

CIM Implied Volatility (IV) vs Historical Volatility (HV)

Name: CIM Implied Volatility
Creator: Market Chameleon