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PennyMac Mortgage Investment Trust PMT 8.28 0.39 4.94%

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ATM IV
0.509
Put Call Ratio (OI)
0.8
Put Call Ratio (Vol)
0.562
IV Rank
24.5
IV Percentile
75.7
Max pain
7.5

Gamma exposure (2026-11-04)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
16.0
163.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-16.7
16.7
View values by strike
PMT · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 0 -9.06
5.00 0 -31.2 K
7.50 123 K -21.9 K
10.00 83.3 K -5.71 K
12.50 6.1 K -2.08 K
15.00 3.28 K -229
17.50 0 -894
20.00 0 -1.13 K