PMT · PennyMac Mortgage Investment Trust

Track PMT — free Ask ALVIS about PMT

$9.68 +0.34 (+3.64%)

Market Cap

$814.47M

87.20M

Options Chain

15-min delayed Underlying $9.68 · today Options Calculator

Positioning

Aug 21, 2026 · 14 days to expiry · 16 contracts

Put / call OI

0.63

Call-heavy positioning

Open interest

799

contracts outstanding

Volume

traded today

Max pain

$10.00

$0.32 above spot

ATM implied vol

31.3%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 14d Sep 18 42d Oct 16 70d Dec 18 133d Jan 15 161d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	1	—	—	$7.00		$0.05	-0.019	408.8%	2	6
Call · $2.5 In the money Last $7.00 Breakeven $9.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $2.5 Last $0.05 Breakeven $2.45 Implied vol 408.8% Delta -0.019 ≈2% ITM Gamma 0.006 Theta -0.013 Vega 0.001 Open interest 6 Model this put
2	6	—	—	$4.35		$0.05	-0.038	213.7%	4	2
Call · $5 In the money Last $4.35 Breakeven $9.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $5 Last $0.05 Breakeven $4.95 Implied vol 213.7% Delta -0.038 ≈4% ITM Gamma 0.02 Theta -0.012 Vega 0.001 Open interest 2 Model this put
1	4	—	—	$2.80		$0.05	-0.08	97.1%	40	50
Call · $7.5 In the money Last $2.80 Breakeven $10.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $7.5 Last $0.05 Breakeven $7.45 Implied vol 97.1% Delta -0.08 ≈8% ITM Gamma 0.08 Theta -0.01 Vega 0.003 Open interest 50 Model this put
Underlying $9.68
480	10	26.4%	0.253	$0.06		$0.46	-0.68	36.2%	1	248
Call · $10 Last $0.06 Breakeven $10.06 Implied vol 26.4% Delta 0.253 ≈25% ITM Gamma 0.643 Theta -0.005 Vega 0.006 Open interest 480 Model this call Put · $10 In the money Last $0.46 Breakeven $9.54 Implied vol 36.2% Delta -0.68 ≈68% ITM Gamma 0.515 Theta -0.011 Vega 0.007 Open interest 248 Model this put
4	1	—	—	$0.04		$3.15	-0.854	111.4%	2	2
Call · $12.5 Last $0.04 Breakeven $12.54 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $12.5 In the money Last $3.15 Breakeven $9.35 Implied vol 111.4% Delta -0.854 ≈85% ITM Gamma 0.105 Theta -0.019 Vega 0.004 Open interest 2 Model this put
1	1	—	—	$0.13		$5.68	-0.862	173.1%	2	1
Call · $15 Last $0.13 Breakeven $15.13 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $15 In the money Last $5.68 Breakeven $9.32 Implied vol 173.1% Delta -0.862 ≈86% ITM Gamma 0.064 Theta -0.027 Vega 0.004 Open interest 1 Model this put
1	1	—	—	$0.14		—	-0.9	202.4%	—	0
Call · $17.5 Last $0.14 Breakeven $17.64 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $17.5 In the money Last — Breakeven — Implied vol 202.4% Delta -0.9 ≈90% ITM Gamma 0.044 Theta -0.025 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—		—	-0.908	232.6%	—	0
Call · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 In the money Last — Breakeven — Implied vol 232.6% Delta -0.908 ≈91% ITM Gamma 0.035 Theta -0.027 Vega 0.003 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1464423 CUSIP 70931T103 13F (30d) 63 filings 63 filers Visit website Investor relations