PMT Fail-to-Deliver
PennyMac Mortgage Investment Trust (PMT) operates in the Real Estate sector, specifically the REIT - Mortgage industry, with a market capitalization near $939.2M, listed on NYSE, employing roughly 7 people, carrying a beta of 1.11 to the broader market. PennyMac Mortgage Investment Trust (PMT) functions as a specialized financial firm, concentrating its investments primarily on mortgage-related assets within the United States. Led by David A. Spector, public since 2009-07-30.
Fail-to-deliver (FTD) data from the SEC tracks settlement failures where shares were not delivered within the standard settlement period. Persistent FTDs may indicate naked short selling or settlement issues and are monitored by regulators.
- Latest Date
- 2026-06-04
- Latest FTD Quantity
- 7.1K
- Latest Price
- $10.02
- 30-Day Avg FTD
- 7.1K
- 30-Day Total FTD
- 213.4K
Showing 30 days of SEC fail-to-deliver data for PennyMac Mortgage Investment Trust.
Learn how fails-to-deliver is reported and how to read the data →
PMT most-active contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| CALL | $12.50 | Oct 16, 2026 | 33 | 620 | 778.9% | $0.05 | $0.25 |
| PUT | $12.50 | Oct 16, 2026 | 0 | 271 | 778.9% | $1.00 | $3.50 |
| CALL | $10.00 | Oct 16, 2026 | 25 | 432 | 249.6% | $0.90 | $1.50 |
| PUT | $10.00 | Oct 16, 2026 | 0 | 2.4K | 249.6% | $0.30 | $0.85 |
Top 4 contracts from the institutional-grade nightly options scan; ranked by volume within the broader S&P 500/400/600 + ETF universe.
Frequently asked PMT fail to deliver questions
- What is the latest PMT fail-to-deliver count?
- As of Jun 4, 2026, PennyMac Mortgage Investment Trust (PMT) fail-to-deliver quantity is 7.1K shares, with a 30-day average of 7.1K shares. The SEC publishes FTD data twice monthly: first-half data at month-end, second-half around the 15th of the following month.
- What is the FTD aggregate net balance?
- FTD figures represent the aggregate net balance in NSCC's Continuous Net Settlement (CNS) system, not the gross failed-share count. The published numbers run 2-6 weeks stale relative to the underlying settlement date.
- How do PMT FTDs affect options pricing?
- Persistent FTDs flag hard-to-borrow conditions that distort put-call parity: in HTB names, synthetic long stock (long call + short put at the same strike) trades below the frictionless-parity price by approximately the borrow rebate. The discount equals the lending revenue forgone by holding the synthetic instead of actual shares. Reg SHO threshold-list inclusion follows from sustained FTD persistence.