Orchid Island Capital (ORC)'s 30-day implied volatility (IV30) was 30.1% at the close on November 13, 2026, down from 34.1% the day before, against a 52-week range of 9.6% to 36.8%. Its 20-day historical volatility was 35.1%.

Key numbers

30-day implied volatility (IV30): 30.1%
IV30 52-week range: 9.6% to 36.8% (median 21.2%)
Historical volatility: 20-day 35.1%, 1-year 25.1%
Implied move by the nearest expiration: ±1.9%

Data as of November 13, 2026.

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

Name: ORC Implied Volatility
Creator: Market Chameleon