Invesco Mortgage Capital (IVR)'s 30-day implied volatility (IV30) was 31.0% at the close on November 6, 2026, up from 30.2% the day before, against a 52-week range of 13.1% to 35.1%. Its 20-day historical volatility was 36.0%.

Key numbers

30-day implied volatility (IV30): 31.0%
IV30 52-week range: 13.1% to 35.1% (median 24.6%)
Historical volatility: 20-day 36.0%, 1-year 26.0%
Implied move by the nearest expiration: ±1.9%

Data as of November 6, 2026.

IVR Implied Volatility (IV) vs Historical Volatility (HV)

Name: IVR Implied Volatility
Creator: Market Chameleon