CIM · Iron Condor Setups
Chimera Investment Corp.
Iron condor opportunities for CIM based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.
CIM IV rank history
27 sessionsIV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).
Current Iron Condor Setup for CIM
Score
12.78
Breach Rate
36.7%
205 of 558 observations
Avg Straddle
$1.13
14.5% of price
IV Rank
78%
IV Premium
1.99x
IV ÷ Realized Vol
Beta vs SPY
0.65
P/C Vol
1.95
Current Price
$8.45
Score formula:
(1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty.
Higher is better. CIM is ranked against all other tracked symbols by score; see the
full Iron Condor Screener for the leaderboard.
CIM IV Rank — Last 30 Days
| Date | IV Rank |
|---|---|
| 20261022 | 78% |
| 20261021 | 100% |
| 20261020 | 61% |
| 20261019 | 34% |
| 20261016 | 37% |
| 20261015 | 31% |
| 20261013 | 36% |
| 20261012 | 57% |
| 20261009 | 14% |
| 20261008 | 28% |
| 20261007 | 27% |
| 20261006 | 44% |
| 20261005 | 30% |
| 20261002 | 33% |
| 20261001 | 29% |
| 20260930 | 88% |
| 20260929 | 84% |
| 20260928 | 39% |
| 20260925 | 27% |
| 20260924 | 53% |
| 20260923 | 47% |
| 20260922 | 25% |
| 20260921 | 40% |
| 20260917 | 11% |
| 20260915 | 71% |
| 20260914 | 53% |
| 20260911 | 46% |
More on CIM
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.