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Invesco Mortgage Capital Inc. IVR

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-11-06T21:13:32.864Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T21:10:00.00242626Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T21:13:31.888222+00:00

Share price$5.41
1D-0.2%
AH$5.34$5.38$5.43$5.47$5.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIVR
Sold putSold callAH

Invesco Mortgage Capital Inc. options

Live interpolated IVR call and put midpoint premiums by absolute delta.Invesco Mortgage Capital Inc.$0.00$0.79$1.59$2.38$3.18$4.58$4.96$5.35$5.73$6.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IVR spot · $5.41IVR PRICE$0.10$0.13$0.16$0.19$0.22$0.25$0.27$0.30$0.33$0.36$0.39$0.42$0.07$0.12$0.17$0.22$0.27$0.31$0.36$0.41$0.46$0.51$0.56$0.61$2.95
PutsExpensive1.11×
Calls——
Skew——
Implied moveBearish±$0.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.0447.4%8.2%
25Δ5.8241.9%9.5%5.1248.4%7.6%
30Δ5.7541.8%8.7%5.2049.4%7.0%
35Δ5.6941.6%8.0%5.2850.4%6.4%
40Δ5.6241.5%7.3%5.3651.4%5.8%
45Δ5.5541.3%6.6%5.4452.4%5.2%
50Δ5.4841.2%5.9%5.5253.4%4.6%
55Δ5.4141.0%5.1%5.6054.4%4.0%
60Δ5.3540.9%4.4%5.6855.4%3.4%
65Δ5.2840.7%3.7%5.7756.4%2.8%
70Δ5.2140.6%3.0%5.8557.4%2.2%
75Δ5.1440.4%2.3%5.9358.4%1.6%
80Δ5.0840.3%1.5%8.17201.0%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.04
IV
47.4%
B/E move
8.2%

25Δ

Calls
Pseudo strike
5.82
IV
41.9%
B/E move
9.5%
Puts
Pseudo strike
5.12
IV
48.4%
B/E move
7.6%

30Δ

Calls
Pseudo strike
5.75
IV
41.8%
B/E move
8.7%
Puts
Pseudo strike
5.20
IV
49.4%
B/E move
7.0%

35Δ

Calls
Pseudo strike
5.69
IV
41.6%
B/E move
8.0%
Puts
Pseudo strike
5.28
IV
50.4%
B/E move
6.4%

40Δ

Calls
Pseudo strike
5.62
IV
41.5%
B/E move
7.3%
Puts
Pseudo strike
5.36
IV
51.4%
B/E move
5.8%

45Δ

Calls
Pseudo strike
5.55
IV
41.3%
B/E move
6.6%
Puts
Pseudo strike
5.44
IV
52.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
5.48
IV
41.2%
B/E move
5.9%
Puts
Pseudo strike
5.52
IV
53.4%
B/E move
4.6%

55Δ

Calls
Pseudo strike
5.41
IV
41.0%
B/E move
5.1%
Puts
Pseudo strike
5.60
IV
54.4%
B/E move
4.0%

60Δ

Calls
Pseudo strike
5.35
IV
40.9%
B/E move
4.4%
Puts
Pseudo strike
5.68
IV
55.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
5.28
IV
40.7%
B/E move
3.7%
Puts
Pseudo strike
5.77
IV
56.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
5.21
IV
40.6%
B/E move
3.0%
Puts
Pseudo strike
5.85
IV
57.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
5.14
IV
40.4%
B/E move
2.3%
Puts
Pseudo strike
5.93
IV
58.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
5.08
IV
40.3%
B/E move
1.5%
Puts
Pseudo strike
8.17
IV
201.0%
B/E move
3.4%

Options history

IV · four-Friday blend63.33%
Daily close
IVR63.3%63.3%63.4%2026-09-30: 63.33%Sep 30
1 observations2026-09-30 — 2026-09-30
Table
DateIV (%)
63.33%