CHMI · Cherry Hill Mortgage Investment Corp

Track CHMI — free Ask ALVIS about CHMI

$2.25 -0.01 (-0.44%) At close · Jul 27

Market Cap

$83.03M

36.74M

Options Chain

15-min delayed Underlying $2.25 · today Options Calculator

Positioning

Aug 21, 2026 · 24 days to expiry · 6 contracts

Put / call OI

0.01

Call-heavy positioning

Open interest

142

contracts outstanding

Volume

101

traded today

Max pain

$2.50

$0.25 above spot

ATM implied vol

37.1%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 24d Sep 18 52d Dec 18 143d Mar 19 234d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
Underlying $2.25
141	100	73.2%	0.3	$0.01		$0.25	-0.984	1%	1	1
Call · $2.5 Last $0.01 Breakeven $2.51 Implied vol 73.2% Delta 0.3 ≈30% ITM Gamma 0.819 Theta -0.003 Vega 0.002 Open interest 141 Model this call Put · $2.5 In the money Last $0.25 Breakeven $2.25 Implied vol 1% Delta -0.984 ≈98% ITM Gamma 0 Theta -0.001 Vega 0 Open interest 1 Model this put
0	—	—	—	—		—	-0.984	1%	—	0
Call · $5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $5 In the money Last — Breakeven — Implied vol 1% Delta -0.984 ≈98% ITM Gamma 0 Theta -0.001 Vega 0 Open interest 0 Model this put
0	—	—	—	—		—	-0.984	1%	—	0
Call · $7.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $7.5 In the money Last — Breakeven — Implied vol 1% Delta -0.984 ≈98% ITM Gamma 0 Theta -0.001 Vega 0 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1571776 CUSIP 164651101 13F (30d) 5 filings 5 filers Visit website Investor relations