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Invesco Mortgage Capital Inc. IVR

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Market datapartial · fetched 2026-10-23T19:43:59.235Z

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 · 2026-10-23T19:43:58.243507689Z

FundamentalsAlpha Vantage · unavailable

Share price$5.52
1D+0.5%
$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$2.33$4.67$7.00$9.33$2.87$4.66$6.45$8.23$10.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVR spot · $5.52IVR PRICE$0.38$0.52$0.64$0.72$0.79$0.86$0.94$1.01$1.09$1.16$1.23$1.31$1.38$0.68$0.16$0.23$0.31$0.39$0.47$0.54$0.62$0.70$2.99$4.02$5.37$8.65
PutsExpensive2.14×
CallsExpensive4.25×
SkewBullish-121.16 pp
Implied moveBullish±$1.48
TiltBearish35.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.45282.1%168.6%3.89266.9%41.7%
25Δ14.76318.4%176.9%5.0952.6%10.6%
30Δ14.79340.8%179.6%5.2255.2%9.8%
35Δ13.94320.6%165.5%5.3457.9%8.9%
40Δ13.08300.4%151.3%5.4660.5%8.1%
45Δ12.23280.2%137.2%5.5863.2%7.3%
50Δ11.38260.0%123.1%5.7165.8%6.4%
55Δ10.52239.8%109.0%5.8368.5%5.6%
60Δ9.67219.6%94.8%5.9571.1%4.8%
65Δ8.82199.4%80.7%7.99199.5%9.4%
70Δ7.96179.2%66.6%9.10212.8%7.9%
75Δ7.11159.0%52.4%10.53230.7%6.5%
80Δ6.25138.8%38.3%13.88258.4%5.3%

20Δ

Calls
Pseudo strike
14.45
IV
282.1%
B/E move
168.6%
Puts
Pseudo strike
3.89
IV
266.9%
B/E move
41.7%

25Δ

Calls
Pseudo strike
14.76
IV
318.4%
B/E move
176.9%
Puts
Pseudo strike
5.09
IV
52.6%
B/E move
10.6%

30Δ

Calls
Pseudo strike
14.79
IV
340.8%
B/E move
179.6%
Puts
Pseudo strike
5.22
IV
55.2%
B/E move
9.8%

35Δ

Calls
Pseudo strike
13.94
IV
320.6%
B/E move
165.5%
Puts
Pseudo strike
5.34
IV
57.9%
B/E move
8.9%

40Δ

Calls
Pseudo strike
13.08
IV
300.4%
B/E move
151.3%
Puts
Pseudo strike
5.46
IV
60.5%
B/E move
8.1%

45Δ

Calls
Pseudo strike
12.23
IV
280.2%
B/E move
137.2%
Puts
Pseudo strike
5.58
IV
63.2%
B/E move
7.3%

50Δ

Calls
Pseudo strike
11.38
IV
260.0%
B/E move
123.1%
Puts
Pseudo strike
5.71
IV
65.8%
B/E move
6.4%

55Δ

Calls
Pseudo strike
10.52
IV
239.8%
B/E move
109.0%
Puts
Pseudo strike
5.83
IV
68.5%
B/E move
5.6%

60Δ

Calls
Pseudo strike
9.67
IV
219.6%
B/E move
94.8%
Puts
Pseudo strike
5.95
IV
71.1%
B/E move
4.8%

65Δ

Calls
Pseudo strike
8.82
IV
199.4%
B/E move
80.7%
Puts
Pseudo strike
7.99
IV
199.5%
B/E move
9.4%

70Δ

Calls
Pseudo strike
7.96
IV
179.2%
B/E move
66.6%
Puts
Pseudo strike
9.10
IV
212.8%
B/E move
7.9%

75Δ

Calls
Pseudo strike
7.11
IV
159.0%
B/E move
52.4%
Puts
Pseudo strike
10.53
IV
230.7%
B/E move
6.5%

80Δ

Calls
Pseudo strike
6.25
IV
138.8%
B/E move
38.3%
Puts
Pseudo strike
13.88
IV
258.4%
B/E move
5.3%

Options history

No recorded observations