PennyMac Mortgage Investm... (PMT)
NYSE: PMT
· Real-Time Price · USD
12.60
0.01 (0.08%)
At close: Oct 03, 2025, 3:59 PM
12.75
1.19%
After-hours: Oct 03, 2025, 07:58 PM EDT
PMT Delta Exposure By Expiry
The total Delta Exposure (DEX) for PMT across all expirations shows -47,744.99 net shares that market makers must hedge, with 30,926.66 from calls and 78,671.65 from puts. The put-call delta ratio of 2.54 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 |
---|---|---|---|---|
Oct 17, 25 | 13,250.29 | -6,065.67 | 7,184.62 | 0.46 |
Nov 21, 25 | 534.89 | -252.61 | 282.28 | 0.47 |
Dec 19, 25 | 10,521.76 | -48,000.52 | -37,478.76 | 4.56 |
Jan 16, 26 | 5,652.93 | -14,965.06 | -9,312.13 | 2.65 |
Apr 17, 26 | 966.79 | -5,078.55 | -4,111.76 | 5.25 |
Jul 17, 26 | 0 | -4,309.24 | -4,309.24 | n/a |