Orchid Island Capital ORC 6.1 0.06 0.99%
ORC Historical Options Analysis
Explore ORC (Orchid Island Capital) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
ORC / Comparative study
3 signals / 500 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 5.39
73.18
Mean
7.12
Window
+4714.5%
ATM IV
z 2.75
2
Mean
0.51
Window
+507.3%
IV Percentile
z 1.63
99.2
Mean
47.35
Window
+476.7%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.89 | 0.56 |
| ATM IV | 0.89 | 1.00 | 0.58 |
| IV Percent... | 0.56 | 0.58 | 1.00 |
Source observations
Data inspector
1-50 of 500
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 6.1 | 73.18 | 2 | 99.2 |
| 2026-09-18 | 6.04 | 37.47 | 1.91 | 98.8 |
| 2026-09-17 | 6.09 | 53.67 | 2.67 | 99.6 |
| 2026-09-16 | 6.05 | 8.64 | 0.56 | 79.28 |
| 2026-09-15 | 6.09 | 30.08 | 1.57 | 96.81 |
| 2026-09-14 | 6.23 | 24.81 | 1.32 | 94 |
| 2026-09-11 | 6.33 | 8.88 | 0.57 | 80.48 |
| 2026-09-10 | 6.35 | 21.83 | 1.18 | 93.23 |
| 2026-09-09 | 6.5 | 6.68 | 0.47 | 74.5 |
| 2026-09-08 | 6.54 | 6.29 | 0.45 | 71.31 |
| 2026-09-07 | 6.55 | 6.05 | 0.44 | 68.4 |
| 2026-09-04 | 6.55 | 5.83 | 0.43 | 66.14 |
| 2026-09-03 | 6.52 | 5.94 | 0.43 | 67.33 |
| 2026-09-02 | 6.52 | 5.85 | 0.43 | 66.93 |
| 2026-09-01 | 6.54 | 5.58 | 0.42 | 63.2 |
| 2026-08-31 | 6.59 | 5.26 | 0.4 | 60.24 |
| 2026-08-28 | 6.69 | 30.78 | 1.6 | 97.2 |
| 2026-08-27 | 6.74 | 4.08 | 0.35 | 47.2 |
| 2026-08-26 | 6.67 | 3.62 | 0.32 | 42.4 |
| 2026-08-25 | 6.72 | 6.29 | 0.45 | 71.6 |
| 2026-08-24 | 6.75 | 4.63 | 0.37 | 56.22 |
| 2026-08-21 | 6.7 | 18.63 | 1.03 | 92.8 |
| 2026-08-20 | 6.71 | 46.11 | 2.32 | 99.6 |
| 2026-08-19 | 6.78 | 6.68 | 0.47 | 75.6 |
| 2026-08-18 | 6.67 | 27.4 | 1.44 | 96.8 |
| 2026-08-17 | 6.67 | 20.7 | 1.13 | 93.98 |
| 2026-08-14 | 6.65 | 17.4 | 0.97 | 94 |
| 2026-08-13 | 6.63 | 16.39 | 0.92 | 94 |
| 2026-08-12 | 6.62 | 15.8 | 0.9 | 93.6 |
| 2026-08-11 | 6.57 | 15.42 | 0.88 | 93.6 |
| 2026-08-10 | 6.5 | 14.56 | 0.84 | 93.57 |
| 2026-08-07 | 6.56 | 12.23 | 0.73 | 89.2 |
| 2026-08-06 | 6.42 | 12.64 | 0.75 | 91.2 |
| 2026-08-05 | 6.42 | 5.99 | 0.43 | 72 |
| 2026-08-04 | 6.38 | 11.75 | 0.71 | 88.8 |
| 2026-08-03 | 6.47 | 10.74 | 0.66 | 87.15 |
| 2026-07-31 | 6.49 | 9.73 | 0.61 | 86.8 |
| 2026-07-30 | 6.63 | 7.36 | 0.5 | 84 |
| 2026-07-29 | 6.56 | 8.51 | 0.55 | 85.6 |
| 2026-07-28 | 6.57 | 8.12 | 0.54 | 85.6 |
| 2026-07-27 | 6.49 | 8.69 | 0.56 | 85.94 |
| 2026-07-24 | 6.54 | 7.7 | 0.52 | 86 |
| 2026-07-23 | 6.61 | 6.11 | 0.44 | 76.8 |
| 2026-07-22 | 6.69 | 6.02 | 0.44 | 76 |
| 2026-07-21 | 6.77 | 5.4 | 0.41 | 70 |
| 2026-07-20 | 6.71 | 5.71 | 0.42 | 73.9 |
| 2026-07-17 | 6.85 | 4.51 | 0.37 | 60.8 |
| 2026-07-16 | 6.99 | 3.57 | 0.32 | 50 |
| 2026-07-15 | 6.92 | 4.75 | 0.38 | 64.8 |
| 2026-07-14 | 6.83 | 4.46 | 0.36 | 60.4 |