Pennymac Mortgage It (PMT)'s 30-day implied volatility (IV30) was 32.5% at the close on October 30, 2026, down from 45.6% the day before, against a 52-week range of 16.2% to 45.6%. Its 20-day historical volatility was 38.0%.

Key numbers

30-day implied volatility (IV30): 32.5%
IV30 52-week range: 16.2% to 45.6% (median 25.2%)
Historical volatility: 20-day 38.0%, 1-year 27.6%
Implied move by the nearest expiration: ±3.2%

Data as of October 30, 2026.

PMT Implied Volatility (IV) vs Historical Volatility (HV)

Name: PMT Implied Volatility
Creator: Market Chameleon