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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
INVESCO MORTGAGE CAPITAL INC (IVR) - NYSE Next Earnings Date: OS Estimate: Feb. 19, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 1.6
Avg Daily Volume: 1,129,729    Market Cap: 438.08M
Sector: Financial    Short Interest: 4.88
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
Nov. 5, 2024 AC 1.5 $8.14 @$8.00 $0.50
($8.14)
6.25% -6.63% O -1.84% I $7.99 $0.33
( $7.99 )
-34.0%
Aug. 8, 2024 AC 1.8 $8.76 @$9.00 $0.65
($8.76)
7.22% -1.71% I 0.91% I $8.84 $0.42
( $8.84 )
-35.38%
May 8, 2024 AC 1.8 $9.14 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2022 AC 2.3 $11.25 @$11.00
Aug. 4, 2022 AC 2.2 $16.41 @$16.50

 
 
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