PennyMac Mortgage Investm... (PMT)
NYSE: PMT
· Real-Time Price · USD
12.15
0.15 (1.25%)
At close: Aug 19, 2025, 3:59 PM
12.25
0.78%
After-hours: Aug 19, 2025, 07:12 PM EDT
PMT Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for PMT across all expirations is -21,747.23 shares per 1% move, with 12,402.13 from calls and 34,149.36 from puts. The put-call GEX ratio of 2.75 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance). The highest gamma concentration is at the Dec 19, 25 expiration with -17,623.93 net GEX, which may act as a pivot point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.
PMT GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 850.14 | -540.03 | 310.11 | 0.64 |
| Oct 17, 25 | 3,534.6 | -2,904.06 | 630.54 | 0.82 |
| Dec 19, 25 | 6,110.61 | -23,734.54 | -17,623.93 | 3.88 |
| Jan 16, 26 | 1,905.02 | -6,970.73 | -5,065.71 | 3.66 |
| Apr 17, 26 | 1.76 | 0 | 1.76 | 0.00 |