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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
INVESCO MORTGAGE CAPITAL INC (IVR) - NYSE Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 1.8
Avg Daily Volume: 967,418    Market Cap: 438.08M
Sector: Financial    Short Interest: 4.88
Live Interactive Chart
Days to Next Earnings: 13 Days
Implied Move Weekly: 6.29%       Expires on: May 10, 2024
Implied Move Monthly: 6.76%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
May 9, 2024 AC None $0.00 @$8.50 $0.57
($8.43)
6.76% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 22, 2024 AC 1.9 $8.62 @$8.50 $1.31
($8.62)
15.41% -3.01% I 0.0% I $8.62 $0.98
( $8.62 )
-25.19%
Nov. 6, 2023 AC 2.0 $7.84 @$8.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 AC 2.3 $11.31 @$11.50
May 9, 2023 AC 2.1 $10.00 @$10.00
Feb. 21, 2023 AC 2.2 $13.12 @$13.00
Nov. 2, 2022 AC 2.3 $11.25 @$11.00
Aug. 4, 2022 AC 2.2 $16.41 @$16.50
May 4, 2022 AC 1.9 $1.87 @$2.00
Feb. 17, 2022 AC 2.0 $2.43 @$2.50

 
 
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