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
$0.70
7-Day Straddle
$8.05
Avg IV
1.2%
IV Rank
19%
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 |
|---|---|---|---|---|
| 20260813 | $0.70 | $8.05 | 1.2% | 19% |
| 20260812 | $0.75 | $0.40 | 0.3% | 0% |
| 20260811 | $0.82 | $0.60 | 0.8% | 3% |
| 20260810 | $8.12 | $0.68 | 1.7% | 23% |
| 20260806 | $0.83 | $10.53 | 1.3% | 15% |
| 20260805 | $1.88 | $1.88 | 1.4% | 18% |
| 20260804 | $1.32 | $1.32 | 1.4% | 18% |
| 20260803 | $0.65 | $0.65 | 1.5% | 19% |
| 20260731 | $0.88 | $0.88 | 1.4% | 17% |
| 20260730 | $0.95 | $0.95 | 1.5% | 19% |
| 20260729 | $0.65 | $0.65 | 1.7% | 24% |
| 20260728 | $0.78 | $0.78 | 1.1% | 11% |
| 20260727 | $0.65 | $0.65 | 1.6% | 22% |
| 20260724 | $0.68 | $0.68 | 0.6% | 0% |
| 20260723 | $0.77 | $0.77 | 0.8% | 2% |
| 20260722 | $0.75 | $0.75 | 0.7% | 1% |
| 20260721 | $0.65 | $0.65 | 0.9% | 5% |
| 20260720 | $0.78 | $0.78 | 1.6% | 20% |
| 20260716 | $0.85 | $0.35 | 1.3% | 13% |
| 20260715 | $0.88 | $0.68 | 1.6% | 21% |
| 20260714 | $0.93 | $0.45 | 1.4% | 17% |
| 20260713 | $0.97 | $0.50 | 1.5% | 18% |
| 20260710 | $0.93 | $0.40 | 1.0% | 8% |
| 20260709 | $1.05 | $0.35 | 1.4% | 17% |
| 20260708 | $0.90 | $0.72 | 1.1% | 10% |
| 20260707 | $1.23 | $0.62 | 0.7% | 0% |
| 20260706 | $1.18 | $0.95 | 1.1% | 9% |
| 20260702 | $1.55 | $1.55 | 3.6% | 67% |
| 20260701 | $2.90 | $2.90 | 3.4% | 62% |
| 20260630 | $2.83 | $2.83 | 3.4% | 63% |
| 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% |