IVR · Expected Move
Invesco Mortgage Capital Inc.
The expected move for IVR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
IVR straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current IVR Expected Move
30-Day Straddle
$0.78
7-Day Straddle
$1.77
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to IVR's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
IVR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $0.78 | $1.77 | — | — |
| 20261015 | $0.62 | $0.40 | 39.9% | 37% |
| 20261014 | $0.70 | $0.47 | — | — |
| 20261013 | $0.70 | $0.45 | — | — |
| 20261012 | $0.68 | $1.68 | — | — |
| 20261009 | $0.67 | $0.40 | 37.8% | 33% |
| 20261008 | $0.60 | $0.40 | — | — |
| 20261007 | $0.62 | $0.38 | 37.1% | 32% |
| 20261006 | $0.70 | $0.35 | 46.9% | 49% |
| 20261005 | $0.57 | $0.33 | 63.9% | 80% |
| 20261002 | $0.40 | $0.40 | 74.6% | 100% |
| 20261001 | $0.33 | $0.33 | 30.4% | 24% |
| 20260930 | $0.33 | $0.33 | 26.8% | 16% |
| 20260929 | $0.43 | $0.43 | 21.2% | 3% |
| 20260928 | $0.47 | $0.47 | 34.1% | 32% |
| 20260925 | $0.73 | $0.73 | 26.5% | 15% |
| 20260924 | $0.45 | $0.45 | 28.4% | 19% |
| 20260923 | $0.68 | $0.68 | 48.1% | 63% |
| 20260922 | $0.50 | $0.50 | 36.1% | 37% |
| 20260921 | $0.58 | $0.58 | 42.6% | 51% |
| 20260918 | $0.67 | $0.93 | 42.2% | 50% |
| 20260917 | $0.58 | $0.58 | 47.6% | 62% |
| 20260916 | $0.67 | $0.55 | — | — |
| 20260915 | $0.58 | $0.43 | 33.7% | 31% |
| 20260914 | $0.60 | $0.40 | 29.3% | 21% |
| 20260911 | $0.45 | $0.17 | 33.2% | 30% |
| 20260910 | $0.50 | $0.42 | 42.0% | 50% |
| 20260909 | $0.38 | $0.15 | — | — |
| 20260908 | $0.62 | $0.28 | 31.8% | 27% |
| 20260904 | $0.65 | $0.22 | 33.2% | 30% |
| 20260903 | $0.43 | $0.28 | 24.2% | 10% |
| 20260902 | $0.33 | $0.33 | 27.5% | 17% |
| 20260901 | $0.33 | $0.33 | 22.2% | 5% |
| 20260831 | $1.43 | $1.43 | 26.1% | 14% |
| 20260828 | $0.42 | $0.42 | 31.5% | 26% |
| 20260827 | $0.47 | $0.47 | 31.7% | 27% |
| 20260826 | $0.42 | $0.42 | 35.0% | 34% |
| 20260825 | $0.47 | $0.47 | 36.6% | 38% |
| 20260824 | $2.38 | $2.38 | 19.7% | 0% |
| 20260821 | $0.58 | $0.95 | 43.8% | 51% |
| 20260820 | $0.65 | $0.45 | 34.4% | 29% |
| 20260819 | $0.80 | $0.50 | 36.5% | 34% |
| 20260818 | $0.50 | $0.40 | 32.4% | 24% |
| 20260817 | $0.75 | $0.50 | 32.3% | 24% |
| 20260814 | $0.67 | $0.47 | 40.8% | 44% |
| 20260813 | $0.57 | $0.55 | 35.5% | 32% |
| 20260812 | $0.57 | $0.50 | 64.4% | 100% |
| 20260811 | $0.50 | $0.53 | 22.1% | 0% |
| 20260810 | $0.53 | $1.60 | — | — |
| 20260806 | $2.48 | $0.95 | 37.3% | 71% |
| 20260805 | $0.53 | $0.53 | 30.4% | 38% |
| 20260804 | $0.42 | $0.42 | — | — |
| 20260803 | $0.40 | $0.40 | 39.5% | 81% |
| 20260731 | $0.58 | $0.58 | 41.5% | 90% |
| 20260730 | $0.55 | $0.55 | 43.5% | 100% |
| 20260729 | $0.65 | $0.65 | 42.5% | 100% |
| 20260728 | $0.60 | $0.60 | 26.3% | 20% |
| 20260727 | $0.50 | $0.50 | — | — |
| 20260724 | $0.60 | $0.60 | 22.3% | 0% |
| 20260723 | $0.68 | $0.68 | 35.8% | 67% |
More on IVR
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.