Invesco Mortgage Capital Inc (IVR) Expected Move

Tracking the IVR expected move helps you see how far Invesco Mortgage Capital Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Invesco Mortgage Capital Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the IVR expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For IVR, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The IVR expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Invesco Mortgage Capital Inc is unlikely to go.

Invesco Mortgage Capital Inc. operates as a real estate investment trust (REIT) that primarily focuses on investing in, financing, and managing mortgage-backed securities and other mortgage-related assets. It invests in residential mortgage-backed securities (RMBS) and commercial mortgage-backed securities (CMBS) that are guaranteed by a U.S. government agency or federally chartered corporation; RMBS and CMBS that are not issued or guaranteed by a U.S. government agency or federally chartered corporation; credit risk transfer securities that are unsecured obligations issued by government-sponsored enterprises; residential and commercial mortgage loans; and other real estate-related financing arrangements.

Invesco Mortgage Capital Inc. has elected to be taxed as a REIT and would be subject to federal corporate income taxes if it distributes at least 90% of its taxable income to its stockholders. The company was incorporated in 2008 and is headquartered in Atlanta, Georgia.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the IVR expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Invesco Mortgage Capital Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about IVR.