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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
INVESCO MORTGAGE CAPITAL INC (IVR) - NYSE Next Earnings Date: OS Estimate: May 14, 2026 AC
OS Projected Window: May 11, 2026 to May 16, 2026
EVR: 1.3
Avg Daily Volume: 2,707,534    Market Cap: 551.3M
Sector: Financial    Short Interest: 9.49
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
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 $0.47
($7.17)
6.71% 5.43% I 5.02% I $7.53 $0.55
( $7.53 )
17.02%
July 24, 2025 AC 1.4 $7.63 @$8.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 6, 2023 AC 2.0 $7.84 @$8.00

 
 
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