PMT (PennyMac Mortgage Investment Trust)
Expected Move & Straddle Price History
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).
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.
Current PMT Expected Move
30-Day Straddle
$1.05
7-Day Straddle
$1.05
Avg IV
3.8%
IV Rank
70%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260629 | $1.05 | $1.05 | 3.8% | 70% |
| 20260626 | $0.85 | $0.85 | 3.5% | 63% |
| 20260625 | $0.93 | $0.93 | 3.5% | 63% |
| 20260624 | $0.78 | $0.78 | 3.4% | 61% |
| 20260623 | $0.75 | $0.75 | 3.6% | 65% |
| 20260622 | $0.70 | $0.70 | 3.4% | 61% |
| 20260618 | $0.85 | $0.30 | 3.1% | 56% |
| 20260617 | $0.65 | $0.55 | 2.9% | 51% |
| 20260616 | $0.82 | $0.47 | 2.8% | 49% |
| 20260615 | $0.68 | $0.50 | 2.8% | 48% |
| 20260613 | $1.25 | $0.43 | 2.9% | 49% |
| 20260612 | $1.25 | $0.43 | 2.9% | 50% |
| 20260611 | $0.90 | $0.33 | 3.0% | 53% |
| 20260610 | $0.90 | $0.30 | 2.6% | 44% |
| 20260609 | $1.00 | $0.33 | 2.7% | 47% |
| 20260608 | $1.05 | $0.35 | 3.3% | 59% |
| 20260605 | $0.85 | $0.50 | 2.4% | 38% |
| 20260604 | $0.88 | $0.52 | 2.5% | 41% |
| 20260603 | $0.95 | $0.40 | 2.6% | 43% |
| 20260602 | $0.65 | $0.65 | 1.3% | 15% |
| 20260601 | $0.50 | $0.50 | 0.9% | 5% |
| 20260529 | $0.78 | $0.78 | 1.7% | 23% |
| 20260528 | $1.42 | $1.42 | 1.2% | 12% |
| 20260527 | $0.72 | $0.72 | 0.8% | 3% |
| 20260526 | $0.70 | $0.70 | 1.3% | 16% |
| 20260522 | $0.82 | $0.82 | 1.0% | 10% |
| 20260521 | $0.80 | $0.80 | 0.9% | 11% |
| 20260520 | $0.80 | $0.80 | 1.2% | 18% |
| 20260519 | $0.75 | $0.75 | 1.4% | 22% |
| 20260518 | $0.68 | $0.68 | 1.0% | 14% |
| 20260515 | $0.85 | $0.35 | 1.3% | 19% |
| 20260514 | $0.85 | $0.65 | 1.0% | 13% |
| 20260513 | $0.90 | $0.88 | 0.9% | 12% |
| 20260512 | $0.80 | $0.80 | 1.5% | 24% |
| 20260511 | $1.20 | $1.07 | 1.4% | 21% |
| 20260510 | $1.23 | $1.20 | 0.8% | 8% |
| 20260508 | $1.23 | $1.20 | 0.7% | 7% |
| 20260507 | $1.35 | $1.10 | 0.8% | 8% |
| 20260506 | $1.60 | $1.70 | 1.6% | 26% |
| 20260505 | $0.80 | $0.80 | 0.9% | 10% |
| 20260504 | $0.85 | $0.75 | 1.3% | 20% |
| 20260502 | $0.82 | $0.82 | 3.7% | 71% |
| 20260501 | $0.82 | $0.82 | 3.6% | 69% |
| 20260430 | $1.05 | $1.05 | 3.5% | 66% |
| 20260429 | $1.25 | $1.25 | 5.1% | 100% |
| 20260428 | $0.95 | $0.95 | 3.2% | 60% |
| 20260427 | $1.07 | $1.07 | 3.5% | 68% |
| 20260424 | $0.93 | $0.93 | 3.1% | 57% |
| 20260423 | $0.93 | $0.93 | 2.8% | 52% |
| 20260422 | $0.95 | $0.95 | 3.9% | 75% |
| 20260421 | $0.88 | $0.88 | 3.7% | 70% |
| 20260420 | $0.68 | $0.68 | 4.1% | 81% |
| 20260417 | $0.65 | $0.40 | 4.0% | 78% |
| 20260416 | $0.88 | $0.75 | 5.0% | 100% |
| 20260415 | $0.82 | $0.35 | 3.5% | 87% |
| 20260414 | $1.45 | $0.70 | 3.9% | 100% |
| 20260413 | $0.88 | $0.75 | 3.6% | 100% |
| 20260410 | $0.97 | $8.22 | 1.3% | 47% |
| 20260409 | $1.07 | $0.92 | 0.8% | 22% |
| 20260408 | $1.03 | $0.90 | 1.1% | 39% |