ORC · Iron Condor Setups
Orchid Island Capital, Inc.
Iron condor opportunities for ORC 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.
ORC IV rank history
20 sessionsIV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).
Current Iron Condor Setup for ORC
Score
17.66
Breach Rate
11.3%
64 of 567 observations
Avg Straddle
$1.35
8.1% of price
IV Rank
21%
IV Premium
1.29x
IV ÷ Realized Vol
Beta vs SPY
0.60
P/C Vol
0.12
Current Price
$4.97
Score formula:
(1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty.
Higher is better. ORC is ranked against all other tracked symbols by score; see the
full Iron Condor Screener for the leaderboard.
ORC IV Rank — Last 30 Days
| Date | IV Rank |
|---|---|
| 20261016 | 21% |
| 20261015 | 22% |
| 20261014 | 23% |
| 20261013 | 23% |
| 20261012 | 25% |
| 20261009 | 31% |
| 20261008 | 25% |
| 20261007 | 22% |
| 20261006 | 22% |
| 20261005 | 23% |
| 20261002 | 16% |
| 20261001 | 32% |
| 20260930 | 49% |
| 20260928 | 41% |
| 20260924 | 41% |
| 20260923 | 47% |
| 20260918 | 50% |
| 20260910 | 36% |
| 20260909 | 16% |
| 20260908 | 30% |
More on ORC
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.