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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Mortgage Investment Trust (PMT) - NYSE Next Earnings Date: OS Estimate: July 31, 2025 AC
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 2.3
Avg Daily Volume: 1,072,345    Market Cap: 1.3B
Sector: Financial    Short Interest: 4.39
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 22, 2025 AC None $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 $0.85
($12.89)
6.8% 6.2% I 5.5% I $13.60 $1.48
( $13.60 )
74.12%
Oct. 22, 2024 AC 2.6 $13.67 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 2, 2023 AC 1.6 $15.48 @$15.00

 
 
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