Invesco Mortgage Capital Inc.(IVR)
Stock quote, options chain, IV rank, technicals, AI analysis, and institutional ownership.
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
IVR
$8.10
—
Snapshot
$8.10
- 52-Week Range
- $7.10 – $9.50
- YTD
- -4.48%
- IV Rank (30D)
- 23.79
- Straddle Price
- $0.50
- P/C Vol Ratio
- 0.23
- Market Cap
- $0.8B
Fair Value
+50.0% vs price
A blended fair-value estimate combining up to six valuation methods. Each method is weighted by how well it fits the company — DCF down-weights for unprofitable names; DDM only fires for steady dividend payers; comparables down-weight when peer multiples disagree.
- DCF (quality-aware) — projects free cash flow with a horizon that scales to business quality. True compounders (quality 6/6) get 10 years explicit + 10 years fade before terminal; cyclical/struggling names (quality 0-1) get a 5-year terminal cliff. Quality is scored from ROE, gross margin, growth, FCF margin, debt load, and FCF consistency — the same factors that drive market premium for compounders.
- Market-Implied Growth (in Model Inputs) — reverse-DCF that answers "what growth rate is the market pricing in?". Lets you sanity-check the deviation: if implied growth is plausible for the business, the model's bearish flag may be wrong; if implausible, the market may be over-extrapolating.
- DDM (Gordon Growth Dividend Model) — values the stream of future dividends. Only used when trailing yield ≥ 2% and dividend payments are stable — below that the dividend is a token payout and Gordon (which values only the dividend stream) systematically underprices growth names, so those route to DCF + comparables + market anchor instead.
- P/E, EV/EBITDA, P/B, P/S — applies the peer-group median multiple to this company's per-share metric. Peers come from the same set as the "Related symbols" card. Earnings/sales metrics are forward-tilted by the company's recent revenue growth (capped at 25%) so they're comparable to peers' growth-embedded multiples — mimics how analysts use NTM rather than TTM. Per-multiple weights are biased by company quality (e.g. P/B down-weighted for asset-light tech).
- Market Anchor (SMA50) — the 50-day moving average, weighted by recent trading-range stability (tighter Bollinger bands → higher weight). Captures information fundamentals miss (forward consensus, sentiment, supply/demand) — but only when recent trading is steady enough that the market has converged on a view. During wild breakouts or breakdowns the anchor's weight collapses.
- Options Expected (B-L 30d) — the risk-neutral expected stock price at 30-day options expiration, derived from the full implied-volatility surface via Breeden-Litzenberger (second derivative of call price wrt strike → implied PDF, then E[S_T]). Forward-looking, captures all options-implied information (smile, skew, term structure) in one number. Weighted by chain liquidity. SP500-only at present (pre-computed daily). Backtest evidence: adds modest alpha across most bucket × holding combos.
- Blended value — weighted average. Confidence reflects how many methods fired and how tight peer dispersion is.
- Deviation pill — green when blended FV ≥ 10% above current price (undervalued); red when ≥ 10% below; grey otherwise.
| 10-yr Treasury (rf) | 4.58% |
| Beta vs SPY | 1.00 |
| Cost of Equity (CAPM) | 10.08% (VRP-adj) |
| WACC | 10.07% |
| Volatility Risk Premium | +50.2pp (IV − HV30), ERP adj +50bps |
| Effective Tax Rate | 21.0% |
| Rev. Growth (YoY, DCF input) | +3.0% |
| DCF Horizon | 10 years explicit + fade |
| Forward Tilt (NTM/TTM) | ×1.03 (applied to P/E, EV/EBITDA, P/S) |
| Free Cash Flow (TTM) | $0.2B |
| Return on Equity (TTM) | 5.6% |
| Book / Price | 151.6% — banking bias active (P/B is primary) |
| Debt / Equity | 0.00 |
| Quality Score | 2/6 — normal (10y DCF) |
| SMA 50 | $7.95 (Market Anchor value) |
| SMA 20 / Bollinger Mid | $7.93 |
| Bollinger Width / SMA20 | 70.8% (drives anchor stability) |
| Net Debt | $-0.1B |
| Market Cap | $1B |
Peers used for multiples: AGNC, ARR, DX, MFA, NLY, ORC, RITM, STWD
Blended Fair Value
$24.51
Deviation
+50.0%
| Method | Implied Price | Weight | Detail |
|---|---|---|---|
| DCF | $33.21 | 62% | |
| DDM (Gordon) | $22.40 | 0% | |
| Peer P/E | $8.07 | 19% | median 10.2× · 8 peers |
| Peer EV/EBITDA | n/a | 0% | median 19.7× · 3 peers |
| Peer P/B | $11.92 | 19% | median 1.0× · 8 peers |
| Peer P/S | n/a | 0% | median 2.5× · 4 peers |
| Market Anchor (SMA50) | $7.95 | 0% | stability 0% (BB-width) |
| Options Expected (B-L 30d) | n/a | 0% |
As of 2026-07-17 · updated
Info
- Industry (SIC)
- REAL ESTATE INVESTMENT TRUSTS (6798)
- Exchange
- XNYS
- Market Cap
- $0.8B
Invesco Mortgage Capital Inc is a REIT that invests, finances, and manages residential and commercial mortgage-backed securities and mortgage loans. The company's portfolio consists of residential mortgage-backed securities (RMBS) that are guaranteed by a U.S. government agency such as the Government National Mortgage Association, or a federally chartered corporation such as the Federal National Mortgage Association or the Federal Home Loan Mortgage Corporation; Commercial mortgage-backed securities (CMBS) that are not guaranteed by a U.S. government agency or a federally chartered corporation…
Summary
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composite
—
No summary data available for this symbol yet.
Each spoke is this symbol's rank within its sector (0–100; the dotted ring marks the sector median at 50). Higher is more constructive for a long. One spoke — News sentiment — is an absolute reading, not a sector rank. Grayed spokes have no data. A fuller shape is a summary, not a recommendation.
Chart
Seasonality
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | +3.21% | 17 |
| Feb | -1.06% | 17 |
| Mar | -4.94% | 17 |
| Apr | -2.57% | 17 |
| May | -0.49% | 17 |
| Jun | +0.82% | 18 |
| Jul | +0.34% | 18 |
| Aug | -2.52% | 17 |
| Sep | -4.47% | 17 |
| Oct | -2.19% | 17 |
| Nov | +5.02% | 17 |
| Dec | -2.29% | 17 |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $7.93
SMA 50: $7.96
SMA 200: $8.13
Current: $8.10
EMA 12: $8.01
EMA 26: $7.97
MACD: 0.0382 | Signal: 0.0352
BULLISH
ADX (14): 14.06
RANGE
+DI: 24.24
−DI: 16.18
Momentum Oscillators
RSI (14): 56.82
NEUTRAL
Stoch %K: 85.19
Stoch %D: 80.15
Williams %R: -24.44
Volume & Volatility
BB Upper: $8.16
BB Lower: $7.70
NEUTRAL
OBV: -29,618,534
Vol SMA 20: 2,884,595
Vol ROC: 17.48%
ATR: $0.15
True Range: $0.16
HV 20: 17.9%
HV 30: 18.7%
HV 60: 18.8%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-07-19T00:00:00 – 2026-07-17T00:00:00
AI Analysis
Choose Frenzy-Fast™ for quick analysis or Frenzy-Pro™ for comprehensive analysis.
Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.
News
Earnings History
7 of 7 under expected move
| Earnings Date | Timing | Expected Move | Actual Move | Ratio | Outcome |
|---|---|---|---|---|---|
| 2024-08-08 | After-Close | 4.87% | 0.11% | 0.02x | Within |
| 2024-11-05 | After-Close | 6.02% | 3.73% | 0.62x | Within |
| 2025-05-07 | Pre-Market | 5.55% | 1.47% | 0.26x | Within |
| 2025-07-24 | Pre-Market | 73.26% | 0.26% | 0.00x | Within |
| 2025-10-30 | Pre-Market | 6.16% | 0.41% | 0.07x | Within |
| 2026-01-29 | Pre-Market | 5.30% | 0.44% | 0.08x | Within |
| 2026-04-30 | Pre-Market | 4.87% | 0.79% | 0.16x | Within |
Options Activity
- IV Rank (30D)
- 23.79
- IV Rank (7D)
- 100
- Avg IV
- 68.6%
- Straddle (30D)
- $0.50
- Straddle (7D)
- $0.17
- P/C Volume
- 0.23
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
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—
pts
EXTREME
ATM — / Wing —
30 DTE / 10d
—
—
pts
EXTREME
ATM — / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
- Beta (1Y vs SPY)
- 0.70
- Correlation (SPY)
- 37.8%
- R²
- 0.14
- Ann. Volatility
- 23.2%
- SPY Volatility
- 12.6%
Low volatility - stock moves less than market
Beta & Alpha Over Time
Institutional Ownership (13F)
Latest filings — 2026-06-30
? 13F Guide
Diluted shares outstanding: 70,585,913 (as of 2026-03-31)
Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
9 filers$5.90M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | SUSQUEHANNA INTERNATIONAL GROUP, LLP Custodian | $2.43M | 41.19% | 2026-03-31 |
| 2 | Centiva Capital, LP | $853.25K | 14.45% | 2026-03-31 |
| 3 | JANE STREET GROUP, LLC Custodian | $741.74K | 12.56% | 2026-03-31 |
| 4 | CITADEL ADVISORS LLC Custodian | $656.10K | 11.11% | 2026-03-31 |
| 5 | IMC-Chicago, LLC Custodian | $574.49K | 9.73% | 2026-03-31 |
| 6 | Walleye Trading LLC | $328.86K | 5.57% | 2026-03-31 |
| 7 | WOLVERINE TRADING, LLC Custodian | $248.24K | 4.20% | 2025-09-30 |
| 8 | GROUP ONE TRADING LLC Custodian | $54.14K | 0.92% | 2026-03-31 |
| 9 | SIMPLEX TRADING, LLC Custodian | $15.35K | 0.26% | 2026-03-31 |
8 filers$1.63M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | SUSQUEHANNA INTERNATIONAL GROUP, LLP Custodian | $772.45K | 47.44% | 2026-03-31 |
| 2 | CITADEL ADVISORS LLC Custodian | $237.55K | 14.59% | 2026-03-31 |
| 3 | WOLVERINE TRADING, LLC Custodian | $213.41K | 13.11% | 2025-09-30 |
| 4 | SIMPLEX TRADING, LLC Custodian | $149.48K | 9.18% | 2026-03-31 |
| 5 | IMC-Chicago, LLC Custodian | $106.66K | 6.55% | 2026-03-31 |
| 6 | JANE STREET GROUP, LLC Custodian | $100.19K | 6.15% | 2026-03-31 |
| 7 | Walleye Trading LLC | $46.86K | 2.88% | 2026-03-31 |
| 8 | GROUP ONE TRADING LLC Custodian | $1.62K | 0.10% | 2026-03-31 |
Insider Activity
Latest: 2026-05-19
Form 4 filings — insider beneficial-ownership changes by officers, directors, and 10%+ holders. Filed within 2 business days of transaction.
| Filed | Reporter | Role | Action | Shares | Avg Price | Net $ | Link |
|---|---|---|---|---|---|---|---|
| 2026-05-19 | Wes McMullan | Director | Award (A) | +13,157 | — | EDGAR | |
| 2026-05-19 | DON H LIU | Director | Award (A) | +13,157 | — | EDGAR | |
| 2026-05-19 | John Day | Director | Disp (D) | −5,026 | — | EDGAR | |
| 2026-05-19 | Robert L Fleshman | Director | Award (A) | +13,157 | — | EDGAR | |
| 2026-05-19 | Katharine Kelley | Director | Award (A) | +13,157 | — | EDGAR | |
| 2026-05-07 | Mark William Gregson | Chief Financial Officer | Buy (P) | +1,750 | $8.03 | $14.0K | EDGAR |
| 2026-03-03 | Robert Waldner | Director | Buy (P) | +1,000 | $8.45 | $8.4K | EDGAR |
| 2025-11-12 | Robert L Fleshman | Director | Sell (S) | −2,000 | $24.72 | -$49.4K | EDGAR |
| 2025-05-19 | Wes McMullan | Director | Award (A) | +13,689 | — | EDGAR | |
| 2025-05-19 | DON H LIU | Director | Award (A) | +13,689 | — | EDGAR | |
| 2025-05-19 | Katharine Kelley | Director | Award (A) | +13,689 | — | EDGAR | |
| 2025-05-19 | Carolyn B Handlon | Director | Award (A) | +13,689 | — | EDGAR | |
| 2025-05-19 | Robert L Fleshman | Director | Award (A) | +13,689 | — | EDGAR | |
| 2025-05-19 | John Day | Director | Award (A) | +13,689 | — | EDGAR | |
| 2024-12-31 | John Day | Director | Other (J) | −5,300 | $25.00 | -$132.5K | EDGAR |
Codes: P = open-market purchase · S = open-market sale · A = grant/award · M = option exercise · F = tax withholding at vest · G = bona-fide gift · D = disposition to issuer · J = other (described in filing footnote — typically 401(k), trust, inheritance) · W = will/inheritance. Only P / S codes carry directional signal.
Insider Holdings
28 insiders · @ $8.10
Officers, directors, and 10%+ owners ranked by current disclosed exposure (shares × today's price). Shares are direct + indirect (via trusts / LLCs / spouse). Excludes unvested RSU and option grants — those aren't beneficially owned until vest.
| # | Insider | Role | Shares | Disclosed Exposure | Lifetime OM Net | Filings | Last Filed |
|---|---|---|---|---|---|---|---|
| 1 | DON H LIU | Director | 52,243 | $423.2K | $0 | 6 | 2026-05-19 |
| 2 | Katharine Kelley | Director | 47,400 | $383.9K | $0 | 5 | 2026-05-19 |
| 3 | Carolyn B Handlon | Director | 44,614 | $361.4K | $0 | 23 | 2025-05-19 |
| 4 | John Day | Director | 39,842 | $322.7K | $150.3K | 63 | 2026-05-19 |
| 5 | Wes McMullan | Director | 35,391 | $286.7K | $0 | 3 | 2026-05-19 |
| 6 | Robert L Fleshman | Director | 32,415 | $262.6K | -$49.4K | 3 | 2026-05-19 |
| 7 | DENNIS P LOCKHART | Director | 30,925 | $250.5K | $762.5K | 25 | 2024-05-17 |
| 8 | EDWARD J HARDIN | Director | 14,563 | $118.0K | $39.3K | 33 | 2022-05-17 |
| 9 | JAMES R JR LIENTZ | Director | 11,802 | $95.6K | -$58.2K | 41 | 2022-12-12 |
| 10 | Richard J. King | President & CEO | 11,449 | $92.7K | $1.91M | 29 | 2016-08-26 |
Lifetime OM Net = signed sum of open-market buys (P) and sells (S) over their career; excludes grants, tax withholdings, and dispositions to issuer. A large negative number is normal for long-tenured executives — they've sold compensation grants over many years.
ETF Holders
| # | ETF | Provider | Weight | $ Exposure | ETF AUM | As Of |
|---|
Fundamentals
Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.
Metrics
- Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
- Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
- Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
- Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
How to read the bars
- Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
- YoY growth — compare to the same quarter a year earlier to remove seasonality.
- Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
- Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.
TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.
| P/E Ratio | 10.5 |
| P/B Ratio | 1.0 |
| EV/EBITDA | -338.0 |
| TTM Net Income | $0.0B |
| TTM EPS | $0.77 |
| ROE | 5.6% |
| Dividend Yield | 15.20% |
| Debt/Equity | 6.09 |