PMT · IV Rank History
PennyMac Mortgage Investment Trust
IV Rank measures where PMT's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on PMT are priced rich or cheap relative to its own recent regime.
PMT IV rank history
90 sessionsIV rank = where today's implied volatility sits in its 1-year range (0–100). Above 50 favours selling premium; the shaded band marks 50–100.
PMT IV Rank Summary
Current
53%
Moderate — neutral regime
30-Day Avg
29%
60-Day Avg
22%
90-Day Avg
29%
90-Day Low
0%
90-Day High
70%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in PMT's implied vol; sustained sub-25% readings
often coincide with low-realized regimes ahead of catalyst events. See the
Vol Arb Screener for symbols where current IV
rank diverges most from realized volatility.
PMT IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260929 | 53% | 213.4% |
| 20260928 | 49% | 199.4% |
| 20260925 | 46% | 187.8% |
| 20260924 | 36% | 153.5% |
| 20260923 | 40% | 166.2% |
| 20260922 | 39% | 165.0% |
| 20260921 | 38% | 162.3% |
| 20260918 | 30% | 132.8% |
| 20260917 | 36% | 153.5% |
| 20260916 | 37% | 158.1% |
| 20260915 | 33% | 143.6% |
| 20260914 | 31% | 134.5% |
| 20260911 | 29% | 129.5% |
| 20260910 | 20% | 97.1% |
| 20260909 | 29% | 130.8% |
| 20260908 | 29% | 129.7% |
| 20260904 | 18% | 111.3% |
| 20260903 | 19% | 120.5% |
| 20260902 | 19% | 118.3% |
| 20260901 | 30% | 171.0% |
| 20260831 | 26% | 150.0% |
| 20260828 | 29% | 165.0% |
| 20260827 | 13% | 87.6% |
| 20260826 | 15% | 100.5% |
| 20260825 | 22% | 131.0% |
| 20260824 | 27% | 157.2% |
| 20260821 | 23% | 138.9% |
| 20260820 | 22% | 130.9% |
| 20260819 | 8% | 66.9% |
| 20260818 | 32% | 181.7% |
| 20260817 | 9% | 68.3% |
| 20260814 | 30% | 171.1% |
| 20260813 | 19% | 118.1% |
| 20260812 | 0% | 27.6% |
| 20260811 | 3% | 78.0% |
| 20260810 | 23% | 166.0% |
| 20260806 | 15% | 131.5% |
| 20260805 | 18% | 143.3% |
| 20260804 | 18% | 144.4% |
| 20260803 | 19% | 145.9% |
| 20260731 | 17% | 139.2% |
| 20260730 | 19% | 148.8% |
| 20260729 | 24% | 167.1% |
| 20260728 | 11% | 112.2% |
| 20260727 | 22% | 160.6% |
| 20260724 | 0% | 63.3% |
| 20260723 | 2% | 80.2% |
| 20260722 | 1% | 74.1% |
| 20260721 | 5% | 92.6% |
| 20260720 | 20% | 156.4% |
| 20260716 | 13% | 127.3% |
| 20260715 | 21% | 161.6% |
| 20260714 | 17% | 143.1% |
| 20260713 | 18% | 146.2% |
| 20260710 | 8% | 102.7% |
| 20260709 | 17% | 144.6% |
| 20260708 | 10% | 114.4% |
| 20260707 | 0% | 69.3% |
| 20260706 | 9% | 111.8% |
| 20260702 | 67% | 3.6% |
| 20260701 | 62% | 3.4% |
| 20260630 | 63% | 3.4% |
| 20260629 | 70% | 3.8% |
| 20260626 | 63% | 3.5% |
| 20260625 | 63% | 3.5% |
| 20260624 | 61% | 3.4% |
| 20260623 | 65% | 3.6% |
| 20260622 | 61% | 3.4% |
| 20260618 | 56% | 3.1% |
| 20260617 | 51% | 291.9% |
| 20260616 | 49% | 283.8% |
| 20260615 | 48% | 280.9% |
| 20260613 | 49% | 285.5% |
| 20260612 | 50% | 287.2% |
| 20260611 | 53% | 3.0% |
| 20260610 | 44% | 261.4% |
| 20260609 | 47% | 272.9% |
| 20260608 | 59% | 3.3% |
| 20260605 | 38% | 236.4% |
| 20260604 | 41% | 249.9% |
| 20260603 | 43% | 257.6% |
| 20260602 | 15% | 134.0% |
| 20260601 | 5% | 91.9% |
| 20260529 | 23% | 172.1% |
| 20260528 | 12% | 121.3% |
| 20260527 | 3% | 83.0% |
| 20260526 | 16% | 131.0% |
| 20260522 | 10% | 104.3% |
| 20260521 | 11% | 91.3% |
| 20260520 | 18% | 123.9% |
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.