Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Financial Services (PFSI) - NYSE Next Earnings Date: OS Estimate: Sept. 16, 2026 AC
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 4.0
Avg Daily Volume: 630,570    Market Cap: 4.0B
Sector: Financial Services    Short Interest: 4.64
Live Interactive Chart
Days to Next Earnings: 71 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
July 29, 2026 AC 3.6 $86.04 @$85.00 $7.83
($86.04)
9.21% -16.68% O -11.82% O $75.87 $9.78
( $75.87 )
24.9%
May 5, 2026 AC 3.8 $87.48 @$85.00 $9.15
($87.48)
10.76% -2.52% I -0.46% I $87.07 $5.00
( $87.07 )
-45.36%
Jan. 29, 2026 AC 2.6 $149.70 @$150.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 21, 2025 AC 2.5 $120.91 @$120.00
July 22, 2025 AC 2.5 $104.25 @$105.00
April 22, 2025 AC 2.5 $96.40 @$95.00
Jan. 30, 2025 AC 2.5 $114.82 @$115.00
April 24, 2024 AC 2.5 $92.07 @$90.00
Feb. 1, 2024 AC 2.6 $89.02 @$90.00
Oct. 26, 2023 AC 2.5 $64.09 @$65.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US