Invesco Mortgage Capital ... (IVR)
IVR Daily Delta Exposure
IVR's current Delta Exposure (DEX) is -1.65K shares, which is 79% smaller than the 3M average of -7.9K shares. During this period, DEX ranged from -17.61K on Jul 18, 2025 to -171.52999999999884 on Aug 25, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 1.08 reflects balanced options positioning. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Aug 29, 2025 | 20,444.39 | -22,089.61 | -1,645.22 | 1.08 |
Aug 28, 2025 | 19,163.65 | -22,236.22 | -3,072.57 | 1.16 |
Aug 27, 2025 | 19,543.5 | -22,276.33 | -2,732.83 | 1.14 |
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