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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Mortgage Investment Trust (PMT) - NYSE Next Earnings Date: OS Estimate: Feb. 6, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.5
Avg Daily Volume: 744,343    Market Cap: 1.23B
Sector: Financial    Short Interest: 3.11
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 22, 2024 AC 2.6 $13.67 @$12.50 $1.45
($13.67)
11.6% -2.77% I -1.09% I $13.52 $1.22
( $13.52 )
-15.86%
July 23, 2024 AC 2.5 $14.47 @$15.00 $1.12
($14.47)
7.47% -8.15% O -7.94% O $13.32 $1.48
( $13.32 )
32.14%
April 24, 2024 AC 2.5 $13.72 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 1, 2024 AC 2.6 $14.44 @$15.00
Oct. 26, 2023 AC 2.1 $10.72 @$10.00
July 27, 2023 AC 1.9 $14.19 @$15.00
April 27, 2023 AC 1.8 $11.76 @$12.50
Feb. 2, 2023 AC 1.6 $15.48 @$15.00
Oct. 27, 2022 AC 1.4 $12.64 @$12.50
Aug. 2, 2022 AC 1.4 $14.91 @$15.00

 
 
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