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Invesco Mortgage Capital Inc. IVR

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-11-13T00:48:26.100Z

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 · 2026-11-13T00:38:40.669703803Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T00:48:25.487189+00:00

Share price$5.04
1D-2.1%
AH$4.97$5.03$5.09$5.15$5.215:30 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.$0.06$0.25$0.43$0.62$0.80$4.45$4.76$5.07$5.38$5.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IVR spot · $5.04IVR PRICE$0.08$0.09$0.11$0.12$0.13$0.15$0.34$0.13$0.22$0.31$0.40$0.48$0.57$0.66$0.75
Puts——
Calls——
Skew——
Implied moveBearish±$0.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.73332.6%32.7%
25Δ
30Δ5.5666.4%11.9%
35Δ5.4562.0%10.1%
40Δ5.3557.6%8.3%
45Δ5.2453.2%6.4%5.0341.7%2.6%
50Δ5.1448.9%4.6%5.1445.5%2.4%
55Δ5.0344.5%2.8%5.2449.2%2.1%
60Δ5.3453.0%1.9%
65Δ5.4456.7%1.6%
70Δ5.5460.5%1.4%
75Δ5.6464.2%1.1%
80Δ5.7467.9%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.73
IV
332.6%
B/E move
32.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.56
IV
66.4%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.45
IV
62.0%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.35
IV
57.6%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.24
IV
53.2%
B/E move
6.4%
Puts
Pseudo strike
5.03
IV
41.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
5.14
IV
48.9%
B/E move
4.6%
Puts
Pseudo strike
5.14
IV
45.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
5.03
IV
44.5%
B/E move
2.8%
Puts
Pseudo strike
5.24
IV
49.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.34
IV
53.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.44
IV
56.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.54
IV
60.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.64
IV
64.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.74
IV
67.9%
B/E move
0.9%

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%