PennyMac Mortgage Investment Trust (PMT) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

PennyMac Mortgage Investm...

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