10-Day
18.45%
Summary
- Current Value
- As of today, PMT 10-day volatility is 18.45%, up +14.31% on
- Value Category
- Based on its current 10-day historical volatility, PMT falls into the low volatility category
- 1-Year High
- PMT 10-day volatility reached a 1-year high of 64.78% on
- 1-Year Low
- PMT 10-day volatility reached a 1-year low of 7.99% on
10-Day Volatility Chart
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Series
SUGGESTED SERIES
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 10-Day Volatility | 18.45% | +14.3% | +13.7% | -37.7% | -45.1% | -21.9% | -29.6% | -13.5% | |
| 1-Month Volatility | 26.58% | +1.7% | +69.1% | +13.1% | +5.2% | +9.9% | -22.6% | +16.9% | |
| 3-Month Volatility | 26.02% | -2.2% | +3.8% | +16.2% | -6.0% | +43.6% | -34.1% | -19.7% | |
| 1-Year Volatility | 26.63% | +0.4% | +0.8% | +6.9% | -0.2% | +15.2% | -33.1% | -78.0% | |
| 14-Day RSI | 73.07 | +7.7% | +52.5% | +100.0% | +58.9% | +63.4% | +17.9% | +58.5% | |
| Beta | 0.55 | -1.8% | -6.8% | -9.8% | -1.8% | -32.9% | -40.9% | -59.6% | |
| ATR | $0.28 | +3.3% | +28.5% | +15.2% | +14.1% | +9.5% | -32.0% | -32.9% | |
| Price | $13.81 | +2.5% | +10.5% | +18.5% | +10.0% | +9.9% | -4.2% | -19.8% | |
| 200-Day SMA | $12.53 | -0.0% | -1.4% | -2.6% | -0.7% | -8.9% | -13.4% | -20.1% | |
| 50-Day SMA | $12.71 | +0.3% | +2.6% | +4.2% | +1.2% | -3.0% | -10.7% | -26.5% |
10-Day Volatility History
FAQ
What is the current 10-day volatility of PMT?
As of today, PMT 10-day volatility is 18.45%
What 10-day volatility category does PMT fall into?
Based on its current 10-day historical volatility, PMT falls into the low volatility category
What is PMT 10-day volatility 1-year high?
PMT 10-day volatility reached a 1-year high of 64.78% on April 23, 2025
What is PMT 10-day volatility 1-year low?
PMT 10-day volatility reached a 1-year low of 7.99% on February 24, 2025
1-Month
26.58%
Summary
- Current Value
- As of today, PMT 1-month volatility is 26.58%, up +1.68% on
- Value Category
- Based on its current 1-month historical volatility, PMT falls into the moderate volatility category
- 1-Year High
- PMT 1-month volatility reached a 1-year high of 54.24% on
- 1-Year Low
- PMT 1-month volatility reached a 1-year low of 12.65% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Month Volatility | 26.58% | +1.7% | +69.1% | +13.1% | +5.2% | +9.9% | -22.6% | +16.9% | |
| 10-Day Volatility | 18.45% | +14.3% | +13.7% | -37.7% | -45.1% | -21.9% | -29.6% | -13.5% | |
| 3-Month Volatility | 26.02% | -2.2% | +3.8% | +16.2% | -6.0% | +43.6% | -34.1% | -19.7% | |
| 1-Year Volatility | 26.63% | +0.4% | +0.8% | +6.9% | -0.2% | +15.2% | -33.1% | -78.0% | |
| 14-Day RSI | 73.07 | +7.7% | +52.5% | +100.0% | +58.9% | +63.4% | +17.9% | +58.5% | |
| Beta | 0.55 | -1.8% | -6.8% | -9.8% | -1.8% | -32.9% | -40.9% | -59.6% | |
| ATR | $0.28 | +3.3% | +28.5% | +15.2% | +14.1% | +9.5% | -32.0% | -32.9% | |
| Price | $13.81 | +2.5% | +10.5% | +18.5% | +10.0% | +9.9% | -4.2% | -19.8% | |
| 200-Day SMA | $12.53 | -0.0% | -1.4% | -2.6% | -0.7% | -8.9% | -13.4% | -20.1% | |
| 50-Day SMA | $12.71 | +0.3% | +2.6% | +4.2% | +1.2% | -3.0% | -10.7% | -26.5% |
1-Month Volatility History
FAQ
What is the current 1-month volatility of PMT?
As of today, PMT 1-month volatility is 26.58%
What 1-month volatility category does PMT fall into?
Based on its current 1-month historical volatility, PMT falls into the moderate volatility category
What is PMT 1-month volatility 1-year high?
PMT 1-month volatility reached a 1-year high of 54.24% on May 3, 2025
What is PMT 1-month volatility 1-year low?
PMT 1-month volatility reached a 1-year low of 12.65% on October 4, 2025
3-Month
26.02%
Summary
- Current Value
- As of today, PMT 3-month volatility is 26.02%, down -2.18% on
- Value Category
- Based on its current 3-month historical volatility, PMT falls into the moderate volatility category
- 1-Year High
- PMT 3-month volatility reached a 1-year high of 35.76% on
- 1-Year Low
- PMT 3-month volatility reached a 1-year low of 17.45% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 3-Month Volatility | 26.02% | -2.2% | +3.8% | +16.2% | -6.0% | +43.6% | -34.1% | -19.7% | |
| 10-Day Volatility | 18.45% | +14.3% | +13.7% | -37.7% | -45.1% | -21.9% | -29.6% | -13.5% | |
| 1-Month Volatility | 26.58% | +1.7% | +69.1% | +13.1% | +5.2% | +9.9% | -22.6% | +16.9% | |
| 1-Year Volatility | 26.63% | +0.4% | +0.8% | +6.9% | -0.2% | +15.2% | -33.1% | -78.0% | |
| 14-Day RSI | 73.07 | +7.7% | +52.5% | +100.0% | +58.9% | +63.4% | +17.9% | +58.5% | |
| Beta | 0.55 | -1.8% | -6.8% | -9.8% | -1.8% | -32.9% | -40.9% | -59.6% | |
| ATR | $0.28 | +3.3% | +28.5% | +15.2% | +14.1% | +9.5% | -32.0% | -32.9% | |
| Price | $13.81 | +2.5% | +10.5% | +18.5% | +10.0% | +9.9% | -4.2% | -19.8% | |
| 200-Day SMA | $12.53 | -0.0% | -1.4% | -2.6% | -0.7% | -8.9% | -13.4% | -20.1% | |
| 50-Day SMA | $12.71 | +0.3% | +2.6% | +4.2% | +1.2% | -3.0% | -10.7% | -26.5% |
3-Month Volatility History
FAQ
What is the current 3-month volatility of PMT?
As of today, PMT 3-month volatility is 26.02%
What 3-month volatility category does PMT fall into?
Based on its current 3-month historical volatility, PMT falls into the moderate volatility category
What is PMT 3-month volatility 1-year high?
PMT 3-month volatility reached a 1-year high of 35.76% on April 29, 2025
What is PMT 3-month volatility 1-year low?
PMT 3-month volatility reached a 1-year low of 17.45% on January 25, 2025
1-Year
26.63%
Summary
- Current Value
- As of today, PMT 1-year volatility is 26.63%, up +0.41% on
- Value Category
- Based on its current 1-year historical volatility, PMT falls into the moderate volatility category
- 1-Year High
- PMT 1-year volatility reached a 1-year high of 26.95% on
- 1-Year Low
- PMT 1-year volatility reached a 1-year low of 22.38% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Year Volatility | 26.63% | +0.4% | +0.8% | +6.9% | -0.2% | +15.2% | -33.1% | -78.0% | |
| 10-Day Volatility | 18.45% | +14.3% | +13.7% | -37.7% | -45.1% | -21.9% | -29.6% | -13.5% | |
| 1-Month Volatility | 26.58% | +1.7% | +69.1% | +13.1% | +5.2% | +9.9% | -22.6% | +16.9% | |
| 3-Month Volatility | 26.02% | -2.2% | +3.8% | +16.2% | -6.0% | +43.6% | -34.1% | -19.7% | |
| 1-Year Volatility | 26.63% | +0.4% | +0.8% | +6.9% | -0.2% | +15.2% | -33.1% | -78.0% | |
| 14-Day RSI | 73.07 | +7.7% | +52.5% | +100.0% | +58.9% | +63.4% | +17.9% | +58.5% | |
| Beta | 0.55 | -1.8% | -6.8% | -9.8% | -1.8% | -32.9% | -40.9% | -59.6% | |
| ATR | $0.28 | +3.3% | +28.5% | +15.2% | +14.1% | +9.5% | -32.0% | -32.9% | |
| Price | $13.81 | +2.5% | +10.5% | +18.5% | +10.0% | +9.9% | -4.2% | -19.8% | |
| 200-Day SMA | $12.53 | -0.0% | -1.4% | -2.6% | -0.7% | -8.9% | -13.4% | -20.1% | |
| 50-Day SMA | $12.71 | +0.3% | +2.6% | +4.2% | +1.2% | -3.0% | -10.7% | -26.5% |
1-Year Volatility History
FAQ
What is the current 1-year volatility of PMT?
As of today, PMT 1-year volatility is 26.63%
What 1-year volatility category does PMT fall into?
Based on its current 1-year historical volatility, PMT falls into the moderate volatility category
What is PMT 1-year volatility 1-year high?
PMT 1-year volatility reached a 1-year high of 26.95% on December 26, 2025
What is PMT 1-year volatility 1-year low?
PMT 1-year volatility reached a 1-year low of 22.38% on February 20, 2025
Data Sources & References
- PMT Official Website pmt.pennymac.com
- Most Recent Quarterly Report (10-Q) www.sec.gov/Archives/edgar/data/1464423/000119312525245225/0001193125-25-245225-index.htm
- Most Recent Annual Report (10-K) www.sec.gov/Archives/edgar/data/1464423/000095017025024124/0000950170-25-024124-index.htm
- PMT Profile on Yahoo Finance finance.yahoo.com/quote/PMT
- PMT Profile on NASDAQ.com www.nasdaq.com/market-activity/stocks/pmt