PMT · Expected Move
PennyMac Mortgage Investment Trust
The expected move for PMT is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
PMT straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current PMT Expected Move
30-Day Straddle
$0.75
7-Day Straddle
$0.40
30-Day ATM IV
44.0%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to PMT's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
PMT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $0.75 | $0.40 | 44.0% | 29% |
| 20261112 | $0.68 | $0.53 | 33.9% | 12% |
| 20261111 | $0.80 | $0.70 | 41.4% | 25% |
| 20261110 | $0.82 | $0.65 | 62.5% | 60% |
| 20261109 | $1.23 | $0.82 | 73.8% | 79% |
| 20261106 | $0.93 | $0.83 | 44.7% | 30% |
| 20261105 | $1.02 | $0.93 | 54.6% | 47% |
| 20261104 | $1.02 | $1.02 | 63.9% | 63% |
| 20261103 | $0.68 | $0.68 | 48.6% | 37% |
| 20261102 | $0.75 | $0.75 | 51.5% | 42% |
| 20261030 | $0.53 | $0.53 | 36.9% | 17% |
| 20261029 | $0.75 | $0.75 | 49.7% | 39% |
| 20261028 | $0.90 | $0.90 | 55.4% | 48% |
| 20261027 | $1.10 | $1.10 | 35.9% | 16% |
| 20261026 | $0.97 | $0.97 | 48.4% | 37% |
| 20261023 | $0.75 | $0.75 | 26.7% | 0% |
| 20261022 | $0.77 | $0.77 | 27.6% | 2% |
| 20261021 | $0.80 | $0.80 | 56.9% | 51% |
| 20261020 | $0.93 | $0.93 | 41.0% | 24% |
| 20261019 | $0.85 | $0.85 | 26.5% | 0% |
| 20261016 | $1.33 | $1.18 | — | — |
| 20261015 | $0.90 | $0.73 | — | — |
| 20261014 | $1.15 | $1.18 | 54.1% | 46% |
| 20261013 | $2.90 | $0.53 | — | — |
| 20261012 | $0.88 | $0.47 | — | — |
| 20261009 | $0.97 | $0.82 | 44.5% | 30% |
| 20261008 | $1.23 | $0.35 | 38.9% | 20% |
| 20261007 | $0.78 | $0.53 | 50.7% | 40% |
| 20261006 | $0.85 | $0.43 | 50.5% | 40% |
| 20261005 | $0.82 | $0.65 | 43.1% | 27% |
| 20261002 | $0.65 | $0.65 | 56.4% | 50% |
| 20261001 | $0.72 | $0.72 | 43.3% | 28% |
| 20260930 | $0.60 | $0.60 | 40.9% | 24% |
| 20260929 | $0.75 | $0.75 | 56.3% | 44% |
| 20260928 | $0.95 | $0.95 | 62.6% | 53% |
| 20260925 | $1.02 | $1.02 | 65.2% | 57% |
| 20260924 | $1.32 | $1.32 | 73.9% | 70% |
| 20260923 | $2.83 | $2.83 | 85.6% | 87% |
| 20260922 | $1.45 | $1.45 | 59.6% | 49% |
| 20260921 | $1.35 | $1.35 | 56.1% | 44% |
| 20260918 | $1.60 | $1.47 | 65.5% | 57% |
| 20260917 | $1.32 | $1.48 | 51.0% | 36% |
| 20260916 | $1.40 | $1.35 | 48.8% | 33% |
| 20260915 | $8.85 | $0.93 | — | — |
| 20260914 | $1.35 | $0.85 | 66.3% | 59% |
| 20260911 | $1.07 | $0.80 | 45.8% | 28% |
| 20260910 | $8.50 | $1.18 | 64.3% | 56% |
| 20260909 | $0.95 | $1.02 | 66.9% | 60% |
| 20260908 | $0.92 | $0.98 | 38.4% | 17% |
| 20260904 | $0.85 | $1.02 | 31.6% | 7% |
| 20260903 | $1.00 | $1.10 | 36.2% | 15% |
| 20260902 | $1.10 | $1.10 | 48.8% | 34% |
| 20260901 | $2.08 | $2.08 | — | — |
| 20260831 | $8.07 | $8.07 | 53.7% | 41% |
| 20260828 | $0.62 | $0.62 | 48.1% | 33% |
| 20260827 | $0.85 | $0.85 | 39.7% | 21% |
| 20260826 | $1.40 | $1.40 | 47.1% | 31% |
| 20260825 | $0.75 | $0.75 | 47.0% | 31% |
| 20260824 | $1.25 | $1.25 | 44.1% | 27% |
| 20260821 | $0.65 | $0.62 | 55.1% | 43% |
More on PMT
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.