Orchid Island Capital (ORC)'s 30-day implied volatility (IV30) was 27.7% at the close on October 21, 2026, up from 24.2% the day before, against a 52-week range of 9.6% to 34.7%. Its 20-day historical volatility was 39.4%.

Key numbers

30-day implied volatility (IV30): 27.7%
IV30 52-week range: 9.6% to 34.7% (median 21.1%)
Historical volatility: 20-day 39.4%, 1-year 24.6%
Implied move by the nearest expiration: ±1.5%

Data as of October 21, 2026.

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

Name: ORC Implied Volatility
Creator: Market Chameleon