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
30 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.
Current Iron Condor Setup for PMT
Score
27.49
Breach Rate
19.2%
108 of 561 observations
Avg Straddle
$1.21
9.4% of price
IV Rank
53%
IV Premium
7.15x
IV ÷ Realized Vol
Beta vs SPY
0.57
P/C Vol
17.20
Current Price
$8.00
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 |
|---|---|
| 20260929 | 53% |
| 20260928 | 49% |
| 20260925 | 46% |
| 20260924 | 36% |
| 20260923 | 40% |
| 20260922 | 39% |
| 20260921 | 38% |
| 20260918 | 30% |
| 20260917 | 36% |
| 20260916 | 37% |
| 20260915 | 33% |
| 20260914 | 31% |
| 20260911 | 29% |
| 20260910 | 20% |
| 20260909 | 29% |
| 20260908 | 29% |
| 20260904 | 18% |
| 20260903 | 19% |
| 20260902 | 19% |
| 20260901 | 30% |
| 20260831 | 26% |
| 20260828 | 29% |
| 20260827 | 13% |
| 20260826 | 15% |
| 20260825 | 22% |
| 20260824 | 27% |
| 20260821 | 23% |
| 20260820 | 22% |
| 20260819 | 8% |
| 20260818 | 32% |
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.