Invesco Mortgage Capital ... (IVR)
NYSE: IVR
· Real-Time Price · USD
7.46
0.09 (1.22%)
At close: Sep 26, 2025, 3:59 PM
7.50
0.60%
After-hours: Sep 26, 2025, 07:50 PM EDT
IVR Delta Exposure By Expiry
The total Delta Exposure (DEX) for IVR across all expirations shows -5,449.56 net shares that market makers must hedge, with 19,016.25 from calls and 24,465.81 from puts. The put-call delta ratio of 1.29 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
IVR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 4,890.27 | -6,461.73 | -1,571.46 | 1.32 |
| Nov 21, 25 | 633.72 | -12.11 | 621.61 | 0.02 |
| Jan 16, 26 | 11,873.79 | -17,695.45 | -5,821.66 | 1.49 |
| Apr 17, 26 | 1,618.47 | -296.52 | 1,321.95 | 0.18 |