PennyMac Mortgage Investment Trust · Brief

Next report

89 days

Jan 28 · after closeest.Q4 FY26

Expected move

No implied move.

8 reportsHistory

4 of 8≥ implied

Jan 30 '25±5.6%▲+5.51%×0.98

Apr 22 '25±5.1%▼−6.96%×1.36

Jul 22 '25±4.8%▲+1.58%×0.33

Oct 21 '25±7.9%▲+8.38%×1.07

Jan 29 '26±7.0%▼−12.44%×1.78

Q1 FY26±5.6%▼−9.07%×1.63

Q2 FY26±5.8%▼−3.92%×0.67

Oct 29 '26±8.9%▲+1.22%×0.14

quarterimplied−15%0+15%realized×

Oct '26±8.9%▲+1.22%×0.14

Q2 FY26±5.8%▼−3.92%×0.67

Q1 FY26±5.6%▼−9.07%×1.63

Jan '26±7.0%▼−12.44%×1.78

Oct '25±7.9%▲+8.38%×1.07

Jul '25±4.8%▲+1.58%×0.33

2 older reports

Apr '25±5.1%▼−6.96%×1.36

Jan '25±5.6%▲+5.51%×0.98

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Jan 28 report · est.

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PMT report session

Customers 1

× = co-movement · max 499dSource: SEC filings · market data

Oct 29impliedImplied move: ±8.9% into Oct 29 earnings (Oct 29 close).Source

Oct 21impliedImplied move: ±9.6% into Nov 2 earnings (Oct 21 close).Source

Oct 6impliedImplied move: ±10.1% into Oct 20 earnings (Oct 6 close).Source

privateThesis 0 · Decisions 0 · Observations 0

No thesis.