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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 7, 2025
OS Projected Window: May 12, 2025 to May 17, 2025
EVR: 1.5
Avg Daily Volume: 2,768,223    Market Cap: 475.2M
Sector: Financial    Short Interest: 10.23
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Monthly: 8.06%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 7, 2025 AC None $0.00 @$7.00 $0.57
($7.07)
8.06% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 20, 2025 AC 1.6 $8.96 @$9.00 $0.55
($8.96)
6.11% -2.67% I -0.89% I $8.88 $0.50
( $8.88 )
-9.09%
Nov. 5, 2024 AC 1.5 $8.14 @$8.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 21, 2023 AC 2.2 $13.12 @$13.00

 
 
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