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: average implied volatility (right axis).
Current PMT Expected Move
30-Day Straddle
$0.75
7-Day Straddle
$0.75
Avg IV
213.4%
IV Rank
53%
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 |
|---|---|---|---|---|
| 20260929 | $0.75 | $0.75 | 213.4% | 53% |
| 20260928 | $0.95 | $0.95 | 199.4% | 49% |
| 20260925 | $1.02 | $1.02 | 187.8% | 46% |
| 20260924 | $1.32 | $1.32 | 153.5% | 36% |
| 20260923 | $2.83 | $2.83 | 166.2% | 40% |
| 20260922 | $1.45 | $1.45 | 165.0% | 39% |
| 20260921 | $1.35 | $1.35 | 162.3% | 38% |
| 20260918 | $1.60 | $1.47 | 132.8% | 30% |
| 20260917 | $1.32 | $1.48 | 153.5% | 36% |
| 20260916 | $1.40 | $1.35 | 158.1% | 37% |
| 20260915 | $8.85 | $0.93 | 143.6% | 33% |
| 20260914 | $1.35 | $0.85 | 134.5% | 31% |
| 20260911 | $1.07 | $0.80 | 129.5% | 29% |
| 20260910 | $8.50 | $1.18 | 97.1% | 20% |
| 20260909 | $0.95 | $1.02 | 130.8% | 29% |
| 20260908 | $0.92 | $0.98 | 129.7% | 29% |
| 20260904 | $0.85 | $1.02 | 111.3% | 18% |
| 20260903 | $1.00 | $1.10 | 120.5% | 19% |
| 20260902 | $1.10 | $1.10 | 118.3% | 19% |
| 20260901 | $2.08 | $2.08 | 171.0% | 30% |
| 20260831 | $8.07 | $8.07 | 150.0% | 26% |
| 20260828 | $0.62 | $0.62 | 165.0% | 29% |
| 20260827 | $0.85 | $0.85 | 87.6% | 13% |
| 20260826 | $1.40 | $1.40 | 100.5% | 15% |
| 20260825 | $0.75 | $0.75 | 131.0% | 22% |
| 20260824 | $1.25 | $1.25 | 157.2% | 27% |
| 20260821 | $0.65 | $0.62 | 138.9% | 23% |
| 20260820 | $0.82 | $0.80 | 130.9% | 22% |
| 20260819 | $0.75 | $1.10 | 66.9% | 8% |
| 20260818 | $0.62 | $0.62 | 181.7% | 32% |
| 20260817 | $0.50 | $0.55 | 68.3% | 9% |
| 20260814 | $0.62 | $0.85 | 171.1% | 30% |
| 20260813 | $0.70 | $8.05 | 118.1% | 19% |
| 20260812 | $0.75 | $0.40 | 27.6% | 0% |
| 20260811 | $0.82 | $0.60 | 78.0% | 3% |
| 20260810 | $8.12 | $0.68 | 166.0% | 23% |
| 20260806 | $0.83 | $10.53 | 131.5% | 15% |
| 20260805 | $1.88 | $1.88 | 143.3% | 18% |
| 20260804 | $1.32 | $1.32 | 144.4% | 18% |
| 20260803 | $0.65 | $0.65 | 145.9% | 19% |
| 20260731 | $0.88 | $0.88 | 139.2% | 17% |
| 20260730 | $0.95 | $0.95 | 148.8% | 19% |
| 20260729 | $0.65 | $0.65 | 167.1% | 24% |
| 20260728 | $0.78 | $0.78 | 112.2% | 11% |
| 20260727 | $0.65 | $0.65 | 160.6% | 22% |
| 20260724 | $0.68 | $0.68 | 63.3% | 0% |
| 20260723 | $0.77 | $0.77 | 80.2% | 2% |
| 20260722 | $0.75 | $0.75 | 74.1% | 1% |
| 20260721 | $0.65 | $0.65 | 92.6% | 5% |
| 20260720 | $0.78 | $0.78 | 156.4% | 20% |
| 20260716 | $0.85 | $0.35 | 127.3% | 13% |
| 20260715 | $0.88 | $0.68 | 161.6% | 21% |
| 20260714 | $0.93 | $0.45 | 143.1% | 17% |
| 20260713 | $0.97 | $0.50 | 146.2% | 18% |
| 20260710 | $0.93 | $0.40 | 102.7% | 8% |
| 20260709 | $1.05 | $0.35 | 144.6% | 17% |
| 20260708 | $0.90 | $0.72 | 114.4% | 10% |
| 20260707 | $1.23 | $0.62 | 69.3% | 0% |
| 20260706 | $1.18 | $0.95 | 111.8% | 9% |
| 20260702 | $1.55 | $1.55 | 3.6% | 67% |
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.