PennyMac Mortgage Investm... (PMT)
PMT Daily Delta Exposure
PMT's current Delta Exposure (DEX) is -73.87K shares, which is 58% larger than the 3M average of -46.61K shares. During this period, DEX ranged from -85.37K on Aug 11, 2025 to -22.7K on Jul 2, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 4.80 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 18, 2025 | 19,415.85 | -93,283.65 | -73,867.8 | 4.80 |
| Aug 15, 2025 | 20,035.72 | -86,654.74 | -66,619.02 | 4.33 |
| Aug 14, 2025 | 19,262.51 | -83,063.04 | -63,800.53 | 4.31 |
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