Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Mortgage Investment Trust (PMT) - NYSE Next Earnings Date: Estimated on Oct. 21, 2025
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 2.4
Avg Daily Volume: 810,547    Market Cap: 1.1B
Sector: Financial    Short Interest: 4.77
Live Interactive Chart
Days to Next Earnings: 36 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
July 22, 2025 AC 2.4 $12.69 @$12.50 $0.55
($12.69)
4.4% -3.7% I 1.57% I $12.89 $0.53
( $12.89 )
-3.64%
April 22, 2025 AC 2.3 $13.21 @$12.50 $0.78
($13.21)
6.24% -7.49% O -6.96% O $12.29 $0.82
( $12.29 )
5.13%
Jan. 30, 2025 AC 2.5 $12.89 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2023 AC 2.1 $10.72 @$10.00
July 27, 2023 AC 1.9 $14.19 @$15.00
April 27, 2023 AC 1.8 $11.76 @$12.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US