Shares of Invesco Mortgage Inc. (IVR) are down .42 to 20.83.? IVR is trading just under one-year highs.
Today 1,760 IVR Mar 21 calls traded for .35 on scattered buying.? The average contract volume is over 1,074 contracts per day in the name, with open interest at 1,035 contracts on the strike.? The implied volatility is up 5 points in Mar.
The trade looks like an aggressive group of buyers very close to expiration.?
30-day implied volatility is 21%.? 10-day implied volatility is 18%.? 30-day implied volatility is trading above the 10-day historical volatility.
Invesco Mortgage Capital Inc. is a real estate investment trust (REIT).