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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Mortgage Investment Trust (PMT) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2026 AC
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 2.3
Avg Daily Volume: 943,116    Market Cap: 1.1B
Sector: Financial    Short Interest: 4.25
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Oct. 21, 2025 AC 2.4 $11.70 @$12.50 $0.97
($11.70)
7.76% 8.37% O 8.37% O $12.68 $0.97
( $12.68 )
0.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2023 AC 2.1 $10.72 @$10.00
July 27, 2023 AC 1.9 $14.19 @$15.00

 
 
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