PennyMac Mortgage Investm... (PMT)
NYSE: PMT
· Real-Time Price · USD
12.48
-0.12 (-0.95%)
At close: Sep 08, 2025, 3:59 PM
12.48
0.00%
After-hours: Sep 08, 2025, 05:55 PM EDT
PMT Delta Exposure By Expiry
The total Delta Exposure (DEX) for PMT across all expirations shows -57,383.17 net shares that market makers must hedge, with 25,270.34 from calls and 82,653.51 from puts. The put-call delta ratio of 3.27 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
PMT DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 1,791.35 | -949.45 | 841.9 | 0.53 |
| Oct 17, 25 | 6,052.72 | -6,041.17 | 11.55 | 1.00 |
| Dec 19, 25 | 10,344.33 | -52,988.79 | -42,644.46 | 5.12 |
| Jan 16, 26 | 5,884.5 | -21,888.37 | -16,003.87 | 3.72 |
| Apr 17, 26 | 1,197.44 | -785.73 | 411.71 | 0.66 |