PennyMac Mortgage Investm... (PMT)
PMT Daily Delta Exposure
PMT's current Delta Exposure (DEX) is -66.4K shares, which is 44% larger than the 3M average of -46.14K shares. During this period, DEX ranged from -88.64K on Aug 11, 2025 to -22.79K on Jul 2, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been decreasing recently, reducing dealer buying pressure that supported recent moves. The current put-call delta ratio of 4.39 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 14, 2025 | 19,609.47 | -86,009.9 | -66,400.43 | 4.39 |
| Aug 13, 2025 | 17,947.64 | -88,651.37 | -70,703.73 | 4.94 |
| Aug 12, 2025 | 16,000.74 | -85,244.29 | -69,243.55 | 5.33 |
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