IVR (Invesco Mortgage Capital Inc.)
Expected Move & Straddle Price History
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).
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.
Current IVR Expected Move
30-Day Straddle
$0.33
7-Day Straddle
$0.33
Avg IV
2.1%
IV Rank
88%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260901 | $0.33 | $0.33 | 2.1% | 88% |
| 20260831 | $1.43 | $1.43 | 1.3% | 47% |
| 20260828 | $0.42 | $0.42 | 1.8% | 69% |
| 20260827 | $0.47 | $0.47 | 1.4% | 52% |
| 20260826 | $0.42 | $0.42 | 1.6% | 62% |
| 20260825 | $0.47 | $0.47 | 1.4% | 51% |
| 20260824 | $2.38 | $2.38 | 0.7% | 17% |
| 20260821 | $0.58 | $0.95 | 0.8% | 31% |
| 20260820 | $0.65 | $0.45 | 1.2% | 49% |
| 20260819 | $0.80 | $0.50 | 1.0% | 37% |
| 20260818 | $0.50 | $0.40 | 0.7% | 26% |
| 20260817 | $0.75 | $0.50 | 1.0% | 36% |
| 20260814 | $0.67 | $0.47 | 1.1% | 42% |
| 20260813 | $0.57 | $0.55 | 0.9% | 34% |
| 20260812 | $0.57 | $0.50 | 0.7% | 24% |
| 20260811 | $0.50 | $0.53 | 0.7% | 23% |
| 20260810 | $0.53 | $1.60 | 1.2% | 46% |
| 20260806 | $2.48 | $0.95 | 0.4% | 13% |
| 20260805 | $0.53 | $0.53 | 1.9% | 77% |
| 20260804 | $0.42 | $0.42 | 1.3% | 52% |
| 20260803 | $0.40 | $0.40 | 2.3% | 98% |
| 20260731 | $0.58 | $0.58 | 1.5% | 61% |
| 20260730 | $0.55 | $0.55 | 2.0% | 81% |
| 20260729 | $0.65 | $0.65 | 2.1% | 88% |
| 20260728 | $0.60 | $0.60 | 1.7% | 69% |
| 20260727 | $0.50 | $0.50 | 1.9% | 78% |
| 20260724 | $0.60 | $0.60 | 1.7% | 71% |
| 20260723 | $0.68 | $0.68 | 1.5% | 63% |
| 20260722 | $0.55 | $0.55 | 1.4% | 55% |
| 20260721 | $0.45 | $0.45 | 0.8% | 28% |
| 20260720 | $0.50 | $0.50 | 1.3% | 50% |
| 20260716 | $0.50 | $0.17 | 0.7% | 24% |
| 20260715 | $0.45 | $0.33 | 0.9% | 35% |
| 20260714 | $0.45 | $0.32 | 1.0% | 40% |
| 20260713 | $0.57 | $0.25 | 1.0% | 37% |
| 20260710 | $0.50 | $0.15 | 0.9% | 35% |
| 20260709 | $0.60 | $0.23 | 0.9% | 35% |
| 20260708 | $0.70 | $0.33 | 1.1% | 41% |
| 20260707 | $0.60 | $0.33 | 0.9% | 33% |
| 20260706 | $0.62 | $0.30 | 0.4% | 11% |
| 20260702 | $0.33 | $0.33 | 2.1% | 79% |
| 20260701 | $0.35 | $0.35 | 0.9% | 31% |
| 20260630 | $0.38 | $0.38 | 1.1% | 38% |
| 20260629 | $0.35 | $0.35 | 1.8% | 66% |
| 20260626 | $0.38 | $0.38 | 2.2% | 84% |
| 20260625 | $0.42 | $0.42 | 1.4% | 54% |
| 20260624 | $0.47 | $0.47 | 1.5% | 57% |
| 20260623 | $0.40 | $0.40 | 1.2% | 44% |
| 20260622 | $0.40 | $0.40 | 1.1% | 40% |
| 20260618 | $0.45 | $0.55 | 1.2% | 44% |
| 20260617 | $0.50 | $0.28 | 1.2% | 45% |
| 20260616 | $0.50 | $0.25 | 1.2% | 43% |
| 20260615 | $0.53 | $0.20 | 0.9% | 32% |
| 20260613 | $0.53 | $0.35 | 1.0% | 36% |
| 20260612 | $0.45 | $0.25 | 1.1% | 37% |
| 20260611 | $0.55 | $0.28 | 0.9% | 29% |
| 20260610 | $0.62 | $0.38 | 0.9% | 32% |
| 20260609 | $0.57 | $0.30 | 1.2% | 42% |
| 20260608 | $0.62 | $0.45 | 1.2% | 42% |
| 20260605 | $0.65 | $0.38 | 0.5% | 16% |