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PennyMac Mortgage Investment Trust PMT 8.96 0.16 1.82%

PMT Gamma Exposure (GEX)

PMT (PennyMac Mortgage Investment Trust): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.654
Put Call Ratio (OI)
1.39
Put Call Ratio (Vol)
7.77
IV Rank
34.2
IV Percentile
94
Max Pain
10

Gamma exposure (2026-09-21)

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}
25.0
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-16.1
16.1
View values by strike
PMT · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 5.53 -1.17
5.00 23.8 -44.7
7.50 12.7 K -87.2 K
10.00 73.4 K -71 K
12.50 12.7 K -1.67 K
15.00 7.79 K -225
17.50 0 -815
20.00 0 -1.03 K