PennyMac Mortgage Investm... (PMT)
NYSE: PMT
· Real-Time Price · USD
12.14
-0.10 (-0.86%)
At close: Sep 16, 2025, 3:59 PM
12.25
0.86%
After-hours: Sep 16, 2025, 06:48 PM EDT
PMT Delta Exposure By Expiry
The total Delta Exposure (DEX) for PMT across all expirations shows -58,928.52 net shares that market makers must hedge, with 21,928.22 from calls and 80,856.74 from puts. The put-call delta ratio of 3.69 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 | 1,379.78 | -2,081.41 | -701.63 | 1.51 |
| Oct 17, 25 | 5,171.8 | -6,760.89 | -1,589.09 | 1.31 |
| Dec 19, 25 | 9,341.72 | -53,056.14 | -43,714.42 | 5.68 |
| Jan 16, 26 | 4,751.13 | -16,235.66 | -11,484.53 | 3.42 |
| Apr 17, 26 | 1,283.79 | -2,722.64 | -1,438.85 | 2.12 |