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PMT - Pennymac Mortgage Investment Trust
Implied Volatility Analysis

Implied Volatility:
59.0%
Put/Call-Ratio:
0.65

Pennymac Mortgage Investment Trust has an Implied Volatility (IV) of 59.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PMT is 35 and the Implied Volatility Percentile (IVP) is 79. The current Implied Volatility Index for PMT is 0.76 standard deviations away from its 1 year mean.

Market Cap$1.29B
Dividend Yield12.64% ($1.80)
Next Earnings Date11/3/2022 (39d)
Next Dividend Date10/13/2022 (18d)
Implied Volatility (IV) 30d
59.05
Implied Volatility Rank (IVR) 1y
35.46
Implied Volatility Percentile (IVP) 1y
79.20
Historical Volatility (HV) 30d
46.54
IV / HV
1.27
Open Interest
19.78K
Option Volume
243.00
Put/Call Ratio (Volume)
0.65

Data was calculated after the 9/23/2022 closing.

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