PennyMac Mortgage Investm... (PMT)
PMT Daily Gamma Exposure
Current Gamma Exposure (GEX) is -21.75K, which is -107% below the 3M average of -10.5K. Over this period, GEX peaked at -397.46000000000276 on Jul 8, 2025 and bottomed at -21.75K on Aug 18, 2025, remaining in negative gamma territory. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 2.75 is elevated versus the recent average of 2.33, suggesting increased put hedging. Stable GEX patterns (±5.19K) indicate consistent market maker positioning.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 18, 2025 | 12,402.13 | -34,149.36 | -21,747.23 | 2.75 |
| Aug 15, 2025 | 13,607.94 | -31,849.91 | -18,241.97 | 2.34 |
| Aug 14, 2025 | 12,565.26 | -30,358.38 | -17,793.12 | 2.42 |
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