Pennymac Mortgage It (PMT)'s 30-day implied volatility (IV30) was 39.4% at the close on October 23, 2026, down from 39.6% the day before, against a 52-week range of 16.2% to 42.7%. Its 20-day historical volatility was 39.0%.

Key numbers

30-day implied volatility (IV30): 39.4%
IV30 52-week range: 16.2% to 42.7% (median 25.0%)
Historical volatility: 20-day 39.0%, 1-year 27.5%
Implied move by the nearest expiration: ±2.5%

Data as of October 23, 2026.

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

Name: PMT Implied Volatility
Creator: Market Chameleon