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
$7.47
7-Day Straddle
$4.17
Avg IV
0.6%
IV Rank
10%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260608 $7.47 $4.17 0.6% 10%
20260605 $8.05 $4.80 0.5% 5%
20260604 $7.62 $4.60 0.6% 9%
20260603 $7.97 $4.78 0.5% 3%
20260602 $5.50 $5.50 0.8% 34%
20260601 $5.50 $5.50 0.8% 34%
20260529 $5.67 $5.67 0.7% 22%
20260528 $5.15 $5.15 0.6% 15%
20260527 $5.95 $5.95 0.6% 10%
20260526 $5.85 $5.85 0.6% 12%
20260522 $6.05 $6.05 0.6% 10%
20260521 $6.35 $6.35 0.5% 5%
20260520 $6.83 $6.83 0.5% 7%
20260519 $5.83 $5.83 0.6% 11%
20260518 $6.95 $6.95 0.5% 4%
20260515 $7.08 $2.55 0.5% 5%
20260514 $7.08 $2.73 0.5% 5%
20260513 $6.95 $3.50 0.5% 6%
20260512 $7.60 $4.38 0.6% 22%
20260511 $7.20 $3.28 0.5% 5%
20260510 $7.75 $3.70 0.5% 4%
20260508 $7.75 $3.70 0.5% 3%
20260507 $8.40 $4.72 0.5% 5%
20260506 $8.43 $4.90 0.6% 18%
20260505 $11.25 $8.38 0.6% 11%
20260504 $11.90 $8.57 0.5% 10%
20260502 $8.47 $8.47 1.2% 90%
20260501 $8.43 $8.43 1.2% 85%
20260430 $9.85 $9.85 1.2% 87%
20260429 $9.18 $9.18 1.1% 78%
20260428 $9.95 $9.95 1.1% 76%
20260427 $9.80 $9.80 1.1% 73%
20260424 $9.85 $9.85 1.0% 65%
20260423 $10.25 $10.25 1.0% 61%
20260422 $10.25 $10.25 1.1% 69%
20260421 $10.00 $10.00 1.0% 60%
20260420 $9.45 $9.45 0.9% 45%
20260417 $10.25 $0.93 0.9% 48%
20260416 $11.00 $2.38 0.9% 46%
20260415 $11.25 $3.90 0.9% 49%
20260414 $11.23 $4.10 0.9% 50%
20260413 $10.95 $4.40 0.8% 44%
20260410 $10.60 $3.98 0.8% 44%
20260409 $11.55 $5.05 0.8% 40%
20260408 $11.30 $5.08 0.8% 40%
20260407 $12.10 $5.40 0.8% 40%
20260406 $11.80 $4.90 0.8% 37%
20260402 $11.40 $5.25 0.7% 31%
20260401 $6.03 $6.03 0.7% 26%
20260331 $6.90 $6.90 0.7% 22%
20260330 $7.17 $7.17 0.7% 27%
20260327 $7.38 $7.38 0.6% 18%
20260326 $7.57 $7.57 0.5% 10%
20260325 $7.53 $7.53 0.6% 12%
20260324 $7.25 $7.25 0.6% 17%
20260323 $7.25 $7.25 0.7% 24%
20260320 $7.70 $2.10 0.6% 14%
20260319 $7.80 $2.30 0.6% 12%
20260318 $8.40 $4.22 0.6% 11%
20260317 $8.45 $3.85 0.7% 27%