PennyMac Mortgage Investment Trust PMT 8.96 0.16 1.82%
PMT Historical Options Analysis
Explore PMT (PennyMac Mortgage Investment Trust) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
PMT / Comparative study
3 signals / 500 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 1.51
34.19
Mean
12.97
Window
+664.9%
ATM IV
z 1.80
0.65
Mean
0.35
Window
+139.0%
IV Percentile
z 1.36
94
Mean
54.02
Window
+173.3%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.83 | 0.65 |
| ATM IV | 0.83 | 1.00 | 0.73 |
| IV Percent... | 0.65 | 0.73 | 1.00 |
Source observations
Data inspector
1-50 of 500
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 8.96 | 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 |
| 2026-09-07 | 9.64 | 10.77 | 0.3 | 48.8 |
| 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 |
| 2026-08-24 | 9.29 | 21.36 | 0.46 | 83.13 |
| 2026-08-21 | 9.35 | 18.55 | 0.42 | 80.4 |
| 2026-08-20 | 9.39 | 17.28 | 0.4 | 77.6 |
| 2026-08-19 | 9.54 | 13.81 | 0.35 | 66.4 |
| 2026-08-18 | 9.43 | 15.71 | 0.38 | 74.4 |
| 2026-08-17 | 9.62 | 9.88 | 0.29 | 46.99 |
| 2026-08-14 | 9.45 | 8.85 | 0.27 | 36.4 |
| 2026-08-13 | 9.49 | 16.41 | 0.39 | 76 |
| 2026-08-12 | 9.48 | 16.31 | 0.39 | 76 |
| 2026-08-11 | 9.45 | 16.58 | 0.39 | 76.8 |
| 2026-08-10 | 9.38 | 17.6 | 0.41 | 78.71 |
| 2026-08-07 | 9.65 | 11.71 | 0.32 | 60.8 |
| 2026-08-06 | 9.34 | 23.36 | 0.49 | 86 |
| 2026-08-05 | 9.45 | 20.91 | 0.46 | 83.6 |
| 2026-08-04 | 9.53 | 13.47 | 0.34 | 68.4 |
| 2026-08-03 | 9.44 | 14.81 | 0.36 | 73.09 |
| 2026-07-31 | 9.43 | 22.4 | 0.48 | 85.2 |
| 2026-07-30 | 9.31 | 27.32 | 0.55 | 90 |
| 2026-07-29 | 9.69 | 18.95 | 0.43 | 82 |
| 2026-07-28 | 9.79 | 14.74 | 0.36 | 74 |
| 2026-07-27 | 9.62 | 17.68 | 0.41 | 81.53 |
| 2026-07-24 | 9.74 | 15.41 | 0.37 | 77.2 |
| 2026-07-23 | 9.58 | 15.77 | 0.38 | 78.4 |
| 2026-07-22 | 9.85 | 11.74 | 0.32 | 64.8 |
| 2026-07-21 | 9.8 | 7.56 | 0.26 | 26.8 |
| 2026-07-20 | 9.74 | 7.5 | 0.25 | 26.51 |
| 2026-07-17 | 9.9 | 11.69 | 0.32 | 64.4 |
| 2026-07-16 | 10.09 | 10 | 0.29 | 54 |
| 2026-07-15 | 9.83 | 4.77 | 0.21 | 7.6 |
| 2026-07-14 | 10.12 | 10.91 | 0.31 | 60.4 |