Invesco Mortgage Capital Inc. · Brief

Next report

86 days

Jan 28 · after closeest.Q4 FY26

Earnings

Expected move

No implied move.

Implied vs realized

8 reportsHistory

0 of 8≥ implied

avg implied: ±6.0%
avg realized: ±2.0%

Jul 24 '25±5.9%▲+0.92%×0.16

Q3 FY25±5.6%▲+5.02%×0.89

Jan 29 '26±5.0%▼−3.48%×0.70

Q1 FY26±4.7%▲+2.46%×0.52

Q2 FY26±4.0%▲+0.61%×0.15

Jul 30 '26±6.6%0.00%×0.00

Oct 14 '26±7.2%▲+1.44%×0.20

Oct 29 '26±9.0%▼−2.39%×0.27

quarterimplied−10%0+10%realized×

Oct '26±9.0%▼−2.39%×0.27

Oct '26±7.2%▲+1.44%×0.20

Jul '26±6.6%0.00%×0.00

Q2 FY26±4.0%▲+0.61%×0.15

Q1 FY26±4.7%▲+2.46%×0.52

Jan '26±5.0%▼−3.48%×0.70

2 older reports

Q3 FY25±5.6%▲+5.02%×0.89

Jul '25±5.9%▲+0.92%×0.16

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Jan 28 report · est.

Bull2

3tracked funds holding IVRN-PORT · Aug 31 '26

181managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2

8 of 8recent reports where the move came in under the options implied rangeEarnings history

5 of 22largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Oct 19 '26once per report · top 2 per case

Linked exposure

IVR report session

No linked exposure.

Latest changes

30 daysAll changes

Oct 21report dateEarnings date confirmed: Oct 29, after close.Source

Oct 21impliedImplied move: ±12.0% into Oct 29 earnings (Oct 21 close).Source

Oct 14impliedImplied move: ±7.2% into Oct 14 earnings (Oct 14 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.