PMT · Iron Condor Setups
PennyMac Mortgage Investment Trust
Iron condor opportunities for PMT based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.
PMT IV rank history
26 sessionsIV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).
Current Iron Condor Setup for PMT
Score
18.06
Breach Rate
20.1%
119 of 591 observations
Avg Straddle
$1.23
10.1% of price
IV Rank
29%
IV Premium
1.38x
IV ÷ Realized Vol
Beta vs SPY
0.48
P/C Vol
0.44
Current Price
$7.45
Score formula:
(1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty.
Higher is better. PMT is ranked against all other tracked symbols by score; see the
full Iron Condor Screener for the leaderboard.
PMT IV Rank — Last 30 Days
| Date | IV Rank |
|---|---|
| 20261113 | 29% |
| 20261112 | 12% |
| 20261111 | 25% |
| 20261110 | 60% |
| 20261109 | 79% |
| 20261106 | 30% |
| 20261105 | 47% |
| 20261104 | 63% |
| 20261103 | 37% |
| 20261102 | 42% |
| 20261030 | 17% |
| 20261029 | 39% |
| 20261028 | 48% |
| 20261027 | 16% |
| 20261026 | 37% |
| 20261023 | 0% |
| 20261022 | 2% |
| 20261021 | 51% |
| 20261020 | 24% |
| 20261019 | 0% |
| 20261014 | 46% |
| 20261009 | 30% |
| 20261008 | 20% |
| 20261007 | 40% |
| 20261006 | 40% |
| 20261005 | 27% |
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.