Invesco Mortgage Capital Inc (IVR) Straddle

Trading a IVR straddle lets you take a pure volatility position on Invesco Mortgage Capital Inc without committing to a direction. Invesco Mortgage Capital Inc's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate IVR straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on IVR profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when Invesco Mortgage Capital Inc stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the IVR straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

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.

Earnings, product cycles, macro prints — any time volatility itself is the trade, the IVR straddle is the cleanest expression of that view. Our scanner prices every IVR straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a IVR straddle into a catalyst or short a IVR straddle to harvest decay, the options straddle setups that matter are all in one place.