PFSI (PennyMac Financial Services, Inc. Common Stock)
Expected Move & Straddle Price History
The expected move for PFSI is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current PFSI Expected Move
30-Day Straddle
$6.25
7-Day Straddle
$4.35
Avg IV
0.5%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to PFSI's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
PFSI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260908 | $6.25 | $4.35 | 0.5% | 5% |
| 20260904 | $6.53 | $4.17 | 0.5% | 5% |
| 20260903 | $6.40 | $4.10 | 0.4% | 0% |
| 20260902 | $5.03 | $5.03 | 0.7% | 37% |
| 20260901 | $4.95 | $4.95 | 0.7% | 36% |
| 20260831 | $4.10 | $4.10 | 0.7% | 32% |
| 20260828 | $4.78 | $4.78 | 0.6% | 24% |
| 20260827 | $4.95 | $4.95 | 0.6% | 21% |
| 20260826 | $5.03 | $5.03 | 0.7% | 26% |
| 20260825 | $5.43 | $5.43 | 0.6% | 21% |
| 20260824 | $5.25 | $5.25 | 0.6% | 21% |
| 20260821 | $5.43 | $0.43 | 0.6% | 17% |
| 20260820 | $5.92 | $1.60 | 0.5% | 13% |
| 20260819 | $5.97 | $2.62 | 0.6% | 19% |
| 20260818 | $5.83 | $2.23 | 0.5% | 11% |
| 20260817 | $5.93 | $2.73 | 0.5% | 12% |
| 20260814 | $6.60 | $3.77 | 0.5% | 9% |
| 20260813 | $6.28 | $3.17 | 0.5% | 8% |
| 20260812 | $6.88 | $3.52 | 0.5% | 8% |
| 20260811 | $6.83 | $3.65 | 0.5% | 9% |
| 20260810 | $7.20 | $3.72 | 0.5% | 12% |
| 20260806 | $7.35 | $4.47 | 0.5% | 7% |
| 20260805 | $4.62 | $4.62 | 1.2% | 99% |
| 20260804 | $4.92 | $4.92 | 0.8% | 50% |
| 20260803 | $4.85 | $4.85 | 1.1% | 82% |
| 20260731 | $4.97 | $4.97 | 0.7% | 36% |
| 20260730 | $5.55 | $5.55 | 1.1% | 77% |
| 20260729 | $8.62 | $8.62 | 0.7% | 36% |
| 20260728 | $8.90 | $8.90 | 0.8% | 42% |
| 20260727 | $8.07 | $8.07 | 0.9% | 51% |
| 20260724 | $7.88 | $7.88 | 0.7% | 28% |
| 20260723 | $8.10 | $8.10 | 0.7% | 37% |
| 20260722 | $8.62 | $8.62 | 0.9% | 52% |
| 20260721 | $8.50 | $8.50 | 0.7% | 38% |
| 20260720 | $8.30 | $8.30 | 0.6% | 25% |
| 20260716 | $9.10 | $3.92 | 0.7% | 30% |
| 20260715 | $8.70 | $3.08 | 0.7% | 29% |
| 20260714 | $9.05 | $3.20 | 0.6% | 18% |
| 20260713 | $9.55 | $4.50 | 0.6% | 23% |
| 20260710 | $9.82 | $4.22 | 0.6% | 16% |
| 20260709 | $9.50 | $3.85 | 0.6% | 17% |
| 20260708 | $9.50 | $3.42 | 0.8% | 39% |
| 20260707 | $9.70 | $4.60 | 0.8% | 42% |
| 20260706 | $9.35 | $4.55 | 0.7% | 31% |
| 20260702 | $5.40 | $5.40 | 0.7% | 26% |
| 20260701 | $4.75 | $4.75 | 0.8% | 40% |
| 20260630 | $5.60 | $5.60 | 0.6% | 13% |
| 20260629 | $5.97 | $5.97 | 0.6% | 22% |
| 20260626 | $5.97 | $5.97 | 0.5% | 11% |
| 20260625 | $5.62 | $5.62 | 0.5% | 8% |
| 20260624 | $6.35 | $6.35 | 0.5% | 4% |
| 20260623 | $7.15 | $7.15 | 0.6% | 13% |
| 20260622 | $6.28 | $6.28 | 0.7% | 24% |
| 20260618 | $6.55 | $3.10 | 0.6% | 13% |
| 20260617 | $6.57 | $2.48 | 0.6% | 19% |
| 20260616 | $6.40 | $2.75 | 0.4% | 0% |
| 20260615 | $6.83 | $3.25 | 0.5% | 4% |
| 20260613 | $7.15 | $3.50 | 0.5% | 5% |
| 20260612 | $7.15 | $3.60 | 0.5% | 0% |
| 20260611 | $6.97 | $4.53 | 0.5% | 6% |