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Invesco Mortgage Capital Inc IVR 5.33 -0.12 -2.2%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for IVR.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.91%
Average actual move
1.13%
Beyond the implied move
0 / 2
Median IV change
-9.12%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2025 ±6.46% +1.36% 0.21× —
February 21, 2025 ±3.35% -0.89% 0.27× 24.6% → 22.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →