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Invesco Mortgage Capital Inc. IVR

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Market datapartial · fetched 2026-10-23T17:43:12.959Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T17:42:49.179266789Z

FundamentalsAlpha Vantage · unavailable

Share price$5.47
1D-0.9%
$5.38$5.42$5.47$5.52$5.565:30 AM6:30 AM9:00 AM1:00 PMIVR
Sold putSold call

Invesco Mortgage Capital Inc. options

Live interpolated IVR call and put midpoint premiums by absolute delta.Invesco Mortgage Capital Inc.$0.00$2.89$5.79$8.68$11.57$3.02$4.58$6.14$7.70$9.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVR spot · $5.46IVR PRICE$0.34$0.45$0.62$0.61$0.60$0.60$0.59$0.58$0.57$0.56$0.55$0.54$0.53$0.67$0.14$0.21$0.29$0.37$0.45$0.53$0.61$0.68$1.39$3.63$4.62$10.73
PutsExpensive2.03×
CallsExpensive3.59×
SkewBullish-89.24 pp
Implied moveBullish±$1.11
TiltBearish54.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.99256.8%143.9%3.85266.6%41.8%
25Δ12.29274.3%133.2%5.0253.6%10.7%
30Δ14.80341.9%182.1%5.1455.7%9.8%
35Δ13.89313.6%165.5%5.2757.9%9.0%
40Δ12.99285.3%148.8%5.3960.0%8.1%
45Δ12.09257.0%132.1%5.5262.2%7.2%
50Δ11.19228.7%115.5%5.6464.3%6.4%
55Δ10.29200.4%98.8%5.7766.5%5.5%
60Δ9.39172.1%82.1%5.8968.6%4.7%
65Δ8.48143.9%65.5%6.57105.3%5.2%
70Δ7.58115.6%48.8%8.68200.4%7.6%
75Δ6.6887.3%32.1%9.75211.8%6.1%
80Δ5.7859.0%15.5%15.88302.9%5.7%

20Δ

Calls
Pseudo strike
12.99
IV
256.8%
B/E move
143.9%
Puts
Pseudo strike
3.85
IV
266.6%
B/E move
41.8%

25Δ

Calls
Pseudo strike
12.29
IV
274.3%
B/E move
133.2%
Puts
Pseudo strike
5.02
IV
53.6%
B/E move
10.7%

30Δ

Calls
Pseudo strike
14.80
IV
341.9%
B/E move
182.1%
Puts
Pseudo strike
5.14
IV
55.7%
B/E move
9.8%

35Δ

Calls
Pseudo strike
13.89
IV
313.6%
B/E move
165.5%
Puts
Pseudo strike
5.27
IV
57.9%
B/E move
9.0%

40Δ

Calls
Pseudo strike
12.99
IV
285.3%
B/E move
148.8%
Puts
Pseudo strike
5.39
IV
60.0%
B/E move
8.1%

45Δ

Calls
Pseudo strike
12.09
IV
257.0%
B/E move
132.1%
Puts
Pseudo strike
5.52
IV
62.2%
B/E move
7.2%

50Δ

Calls
Pseudo strike
11.19
IV
228.7%
B/E move
115.5%
Puts
Pseudo strike
5.64
IV
64.3%
B/E move
6.4%

55Δ

Calls
Pseudo strike
10.29
IV
200.4%
B/E move
98.8%
Puts
Pseudo strike
5.77
IV
66.5%
B/E move
5.5%

60Δ

Calls
Pseudo strike
9.39
IV
172.1%
B/E move
82.1%
Puts
Pseudo strike
5.89
IV
68.6%
B/E move
4.7%

65Δ

Calls
Pseudo strike
8.48
IV
143.9%
B/E move
65.5%
Puts
Pseudo strike
6.57
IV
105.3%
B/E move
5.2%

70Δ

Calls
Pseudo strike
7.58
IV
115.6%
B/E move
48.8%
Puts
Pseudo strike
8.68
IV
200.4%
B/E move
7.6%

75Δ

Calls
Pseudo strike
6.68
IV
87.3%
B/E move
32.1%
Puts
Pseudo strike
9.75
IV
211.8%
B/E move
6.1%

80Δ

Calls
Pseudo strike
5.78
IV
59.0%
B/E move
15.5%
Puts
Pseudo strike
15.88
IV
302.9%
B/E move
5.7%

Options history

No recorded observations