Invesco Mortgage Capital (IVR)'s 30-day implied volatility (IV30) was 29.7% at the close on October 30, 2026, down from 30.6% the day before, against a 52-week range of 13.1% to 35.1%. Its 20-day historical volatility was 37.1%.

Key numbers

30-day implied volatility (IV30): 29.7%
IV30 52-week range: 13.1% to 35.1% (median 24.5%)
Historical volatility: 20-day 37.1%, 1-year 25.6%
Implied move by the nearest expiration: ±1.9%

Data as of October 30, 2026.

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

Name: IVR Implied Volatility
Creator: Market Chameleon