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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
INVESCO MORTGAGE CAPITAL INC (IVR) - NYSE Next Earnings Date: OS Estimate: Aug. 4, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 1.2
Avg Daily Volume: 2,171,621    Market Cap: 706.9M
Sector: Financial    Short Interest: 8.17
Live Interactive Chart
Days to Next Earnings: 72 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 30, 2026 AC 1.3 $8.13 @$8.00 $0.42
($8.13)
5.25% 3.07% I 2.46% I $8.33 $0.35
( $8.33 )
-16.67%
Jan. 29, 2026 AC 1.3 $8.90 @$9.00 $0.53
($8.90)
5.89% -4.04% I -3.48% I $8.59 $0.72
( $8.59 )
35.85%
Oct. 30, 2025 AC 1.2 $7.17 @$7.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2025 AC 1.4 $7.63 @$8.00
May 7, 2025 AC 1.5 $7.35 @$7.00
Feb. 20, 2025 AC 1.6 $8.96 @$9.00
Nov. 5, 2024 AC 1.5 $8.14 @$8.00
Aug. 8, 2024 AC 1.8 $8.76 @$9.00
May 8, 2024 AC 1.8 $9.14 @$9.00
Feb. 22, 2024 AC 1.9 $8.62 @$8.50

 
 
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