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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Mortgage Investment Trust (PMT) - NYSE Next Earnings Date: Estimated on April 21, 2026
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 2.5
Avg Daily Volume: 1,037,824    Market Cap: 1.0B
Sector: Financial    Short Interest: 4.96
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Monthly: 13.85%       Expires on: May 15, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 21, 2026 AC None $0.00 @$12.50 $1.57
($11.34)
13.85% -None% -None% $0.00 $0.00
( N/A )
None%
Jan. 29, 2026 AC 2.3 $13.51 @$12.50 $1.10
($13.51)
8.8% -13.39% O -12.43% O $11.83 $0.93
( $11.83 )
-15.45%
Oct. 21, 2025 AC 2.4 $11.70 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 22, 2025 AC 2.4 $12.69 @$12.50
April 22, 2025 AC 2.3 $13.21 @$12.50
Jan. 30, 2025 AC 2.5 $12.89 @$12.50
Oct. 22, 2024 AC 2.6 $13.67 @$12.50
July 23, 2024 AC 2.5 $14.47 @$15.00
April 24, 2024 AC 2.5 $13.72 @$12.50
Feb. 1, 2024 AC 2.6 $14.44 @$15.00

 
 
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