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PennyMac Mortgage Investment Trust PMT 8.28 0.39 4.94%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

PMT / Comparative study

3 signals / 490 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.68
24.51
Mean
14.37
Window
+431.7%
ATM IV z 0.70
0.51
Mean
0.37
Window
+83.7%
IV Percentile z 0.63
75.69
Mean
56.76
Window
+89.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.90 0.71
ATM IV 0.90 1.00 0.73
IV Percent... 0.71 0.73 1.00
Source observations

Data inspector

1-50 of 490
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-04 8.28 24.51 0.51 75.69
2026-11-03 7.89 23.8 0.5 74.51
2026-11-02 8.03 22.73 0.48 72.83
2026-10-30 7.47 14.81 0.36 53.15
2026-10-29 7.38 28.3 0.57 81.03
2026-10-28 7.27 40.1 0.74 91.67
2026-10-27 7.26 40.7 0.75 92.06
2026-10-26 7.06 27.13 0.55 81.27
2026-10-23 7.04 23.75 0.5 75.79
2026-10-22 7.01 21.6 0.47 71.43
2026-10-21 6.84 28.52 0.57 82.54
2026-10-20 6.91 20.98 0.46 70.63
2026-10-19 6.75 24.98 0.52 78.09
2026-10-15 7.06 24.68 0.51 78.17
2026-10-14 6.87 58.94 1.02 98.02
2026-10-13 7.04 55.03 0.97 97.22
2026-10-12 7.05 53.98 0.95 96.81
2026-10-09 7.36 42.06 0.77 94.44
2026-10-08 7.49 22.17 0.47 75.79
2026-10-07 7.9 54.49 0.96 97.22
2026-10-06 8.03 40.1 0.74 94.05
2026-10-05 7.87 42.94 0.79 95.62
2026-10-02 7.8 22.22 0.47 77.78
2026-10-01 7.76 51.29 0.91 97.22
2026-09-30 7.88 44.1 0.8 96.83
2026-09-29 8 19.81 0.44 74.6
2026-09-28 8.07 70.21 1.19 99.6
2026-09-25 8.33 30.72 0.6 90.08
2026-09-24 8.45 56.88 0.99 98.01
2026-09-23 8.73 41.99 0.77 96.81
2026-09-22 9.01 42.29 0.78 97.21
2026-09-21 8.88 34.19 0.65 94
2026-09-18 8.8 35.85 0.68 95.62
2026-09-17 8.94 25.58 0.53 84.86
2026-09-16 8.88 35.61 0.68 95.62
2026-09-15 8.98 32.09 0.62 92.83
2026-09-14 9.05 26.46 0.54 86.8
2026-09-11 9.17 32.57 0.63 93.63
2026-09-10 9.17 32.25 0.63 93.63
2026-09-09 9.42 12.05 0.32 54.58
2026-09-08 9.61 17.06 0.4 74.1
2026-09-04 9.64 9.71 0.29 39.84
2026-09-03 9.63 14.72 0.36 65.74
2026-09-02 9.51 22.02 0.47 82.87
2026-09-01 9.24 16.58 0.39 73.2
2026-08-31 9.32 19.02 0.43 78.71
2026-08-28 9.34 22.6 0.48 84.4
2026-08-27 9.33 22.18 0.47 84
2026-08-26 9.23 23.99 0.5 86.8
2026-08-25 9.29 21.92 0.47 84