PFSI · Expected Move
PennyMac Financial Services, Inc. Common Stock
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).
PFSI straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current PFSI Expected Move
30-Day Straddle
$7.35
7-Day Straddle
$7.35
30-Day ATM IV
52.6%
IV Rank
86%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $7.35 | $7.35 | 52.6% | 86% |
| 20261023 | $7.67 | $7.67 | 53.4% | 89% |
| 20261022 | $6.95 | $6.95 | 46.8% | 64% |
| 20261021 | $7.70 | $7.70 | 56.4% | 100% |
| 20261020 | $6.85 | $6.85 | 48.8% | 88% |
| 20261019 | $7.30 | $7.30 | 51.5% | 100% |
| 20261016 | $7.65 | $1.62 | 51.1% | 100% |
| 20261015 | $7.55 | $2.83 | 48.8% | 93% |
| 20261014 | $7.25 | $3.00 | 50.3% | 100% |
| 20261013 | $6.35 | $2.65 | 42.0% | 65% |
| 20261012 | $6.83 | $2.85 | 44.5% | 78% |
| 20261009 | $6.85 | $3.25 | 43.1% | 71% |
| 20261008 | $8.10 | $3.75 | 48.8% | 100% |
| 20261007 | $8.40 | $3.15 | 47.9% | 100% |
| 20261006 | $8.53 | $4.08 | 46.0% | 93% |
| 20261005 | $8.57 | $3.38 | 44.4% | 84% |
| 20261002 | $3.85 | $3.85 | 41.9% | 70% |
| 20261001 | $3.82 | $3.82 | 40.0% | 60% |
| 20260930 | $4.70 | $4.70 | 43.7% | 80% |
| 20260929 | $4.50 | $4.50 | 39.7% | 58% |
| 20260928 | $4.45 | $4.45 | 42.0% | 71% |
| 20260925 | $4.67 | $4.67 | 39.9% | 59% |
| 20260924 | $5.18 | $5.18 | 40.2% | 60% |
| 20260923 | $4.28 | $4.28 | 34.6% | 29% |
| 20260922 | $5.25 | $5.25 | 37.3% | 44% |
| 20260921 | $4.88 | $4.88 | 35.7% | 35% |
| 20260918 | $4.58 | $2.70 | 29.4% | 0% |
| 20260917 | $5.53 | $2.67 | 37.3% | 41% |
| 20260916 | $4.68 | $2.88 | 32.4% | 13% |
| 20260915 | $6.12 | $4.58 | 34.5% | 25% |
| 20260914 | $5.60 | $3.47 | 34.5% | 21% |
| 20260911 | $5.78 | $2.45 | 33.2% | 14% |
| 20260910 | $5.57 | $2.98 | 32.2% | 9% |
| 20260909 | $5.83 | $3.38 | 32.6% | 11% |
| 20260908 | $6.42 | $4.15 | 32.5% | 11% |
| 20260904 | $6.53 | $4.17 | 32.6% | 11% |
| 20260903 | $6.40 | $4.10 | 30.4% | 1% |
| 20260902 | $5.03 | $5.03 | 33.5% | 15% |
| 20260901 | $4.95 | $4.95 | 34.2% | 18% |
| 20260831 | $4.10 | $4.10 | 33.8% | 16% |
| 20260828 | $4.78 | $4.78 | 34.8% | 21% |
| 20260827 | $4.95 | $4.95 | 32.4% | 10% |
| 20260826 | $5.03 | $5.03 | 33.8% | 16% |
| 20260825 | $5.43 | $5.43 | 34.8% | 21% |
| 20260824 | $5.25 | $5.25 | 33.6% | 15% |
| 20260821 | $5.43 | $0.43 | 32.8% | 12% |
| 20260820 | $5.92 | $1.60 | 34.5% | 19% |
| 20260819 | $5.97 | $2.62 | 32.1% | 9% |
| 20260818 | $5.83 | $2.23 | 32.9% | 12% |
| 20260817 | $5.93 | $2.73 | 32.7% | 12% |
| 20260814 | $6.60 | $3.77 | 33.8% | 16% |
| 20260813 | $6.28 | $3.17 | 31.5% | 6% |
| 20260812 | $6.88 | $3.52 | 33.8% | 16% |
| 20260811 | $6.83 | $3.65 | 34.3% | 19% |
| 20260810 | $7.20 | $3.72 | 36.1% | 27% |
| 20260807 | — | — | 34.5% | 20% |
| 20260806 | $7.35 | $4.47 | 36.2% | 27% |
| 20260805 | $4.62 | $4.62 | 36.6% | 29% |
| 20260804 | $4.92 | $4.92 | 36.0% | 26% |
| 20260803 | $4.85 | $4.85 | 34.9% | 21% |
More on PFSI
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.