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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Mortgage Investment Trust (PMT) - NYSE Next Earnings Date: OS Estimate: Aug. 1, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 2.5
Avg Daily Volume: 663,767    Market Cap: 1.23B
Sector: Financial    Short Interest: 3.11
Live Interactive Chart
Implied Move Monthly: 8.63%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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 24, 2024 AC None $0.00 @$15.00 $1.20
($13.91)
8.63% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 1, 2024 AC 2.6 $14.44 @$15.00 $1.30
($14.44)
8.67% -5.19% I -3.32% I $13.96 $1.12
( $13.96 )
-13.85%
Oct. 26, 2023 AC 2.1 $10.72 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 27, 2022 AC 1.4 $12.64 @$12.50
Aug. 2, 2022 AC 1.4 $14.91 @$15.00
May 5, 2022 AC 1.4 $15.74 @$15.00
Feb. 3, 2022 AC 1.3 $16.91 @$17.50

 
 
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