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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Mortgage Investment Trust (PMT) - NYSE Next Earnings Date: Estimated on Oct. 20, 2026
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 2.7
Avg Daily Volume: 1,500,440    Market Cap: 767.4M
Sector: Real Estate    Short Interest: 10.55
Live Interactive Chart
Days to Next Earnings: 25 Days
Implied Move Monthly: 22.84%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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. 20, 2026 AC None $0.00 @$7.50 $1.93
($8.45)
22.84% -None% -None% $0.00 $0.00
( N/A )
None%
July 29, 2026 AC 2.7 $9.69 @$10.00 $0.65
($9.69)
6.5% -6.6% O -3.92% I $9.31 $0.82
( $9.31 )
26.15%
May 5, 2026 AC 2.5 $12.13 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2026 AC 2.3 $13.51 @$12.50
Oct. 21, 2025 AC 2.4 $11.70 @$12.50
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

 
 
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