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IVR - Invesco Mortgage Capital
Implied Volatility Analysis

Implied Volatility:
79.5%
Put/Call-Ratio:
0.41

Invesco Mortgage Capital has an Implied Volatility (IV) of 79.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IVR is 12 and the Implied Volatility Percentile (IVP) is 47. The current Implied Volatility Index for IVR is -0.40 standard deviations away from its 1 year mean.

Market Cap$486.78M
Dividend Yield22.73% ($3.35)
Next Earnings Date11/2/2022 (41d)
Implied Volatility (IV) 30d
79.52
Implied Volatility Rank (IVR) 1y
12.33
Implied Volatility Percentile (IVP) 1y
46.56
Historical Volatility (HV) 30d
27.82
IV / HV
2.86
Open Interest
21.27K
Option Volume
148.00
Put/Call Ratio (Volume)
0.41

Data was calculated after the 9/21/2022 closing.

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