IVR
Invesco Mortgage Capital Inc.7.41post+$0.01 (+0.14%)at close +$0.00 (+0.00%)
as of 22:34:50 UTCnext report Nov 5 · 92d
Earnings Room‹ back to IVR
The report
fiscal Q3 2026 · from the company's noticeNov 5after close92days out
Expected movement
market-implied · at the Aug 4 close±11.8%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 108days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Nov 20 · first after the reportATM strike 7straddle 1.03ATM IV 32%× 0.85 straddle-to-rangespot 7.41
Blast radius
who else movesNo funds hold this name and no filing names it as a supplier or customer, so there is nothing for a move to travel along yet.
Positioning
5 expiries · as of the Aug 4 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▼ −7%499
Aug 21
17d
886▲ +0%
▲ +12%114
Sep 18
45d
143▲ +1%
▼ −0%823
Oct 16
73d
1.8k▲ +0%
▲ +1%285
Nov 20
108d
2.0k▲ +1%
▲ +2%
400
Jan 15
164d
2.1k▲ +0%
The record
expected in pale · actual in full color0/8reports moved further than the options market had pricedtypically ±1.8% realized vs ±4.9% priced
Jul 30 '26±6.6%→+0.0%×0.00
Jul 15 '26±4.0%→+0.6%×0.15
Apr 30 '26±4.7%→+2.5%×0.52
Jan 29 '26±5.0%→−3.5%×0.70
Oct 30 '25±5.6%→+5.0%×0.89
Jul 24 '25±5.9%→+0.9%×0.16
May 7 '25±4.4%→+1.4%×0.31
Feb 20 '25±2.9%→−0.9%×0.31
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported -0.28 · rev $-15M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.