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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
INVESCO MORTGAGE CAPITAL INC (IVR) - NYSE Next Earnings Date: OS Estimate: Nov. 5, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 1.2
Avg Daily Volume: 1,960,344    Market Cap: 505.1M
Sector: Financial    Short Interest: 9.96
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
July 24, 2025 AC 1.4 $7.63 @$8.00 $0.53
($7.63)
6.62% -1.7% I 0.91% I $7.70 $0.35
( $7.70 )
-33.96%
May 7, 2025 AC 1.5 $7.35 @$7.00 $0.33
($7.35)
4.71% 2.99% I 1.36% I $7.45 $0.50
( $7.45 )
51.52%
Feb. 20, 2025 AC 1.6 $8.96 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2023 AC 2.2 $11.31 @$11.50
May 9, 2023 AC 2.1 $10.00 @$10.00

 
 
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