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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Financial Services (PFSI) - NYSE Next Earnings Date: OS Estimate: Aug. 1, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 2.3
Avg Daily Volume: 255,480    Market Cap: 4.49B
Sector: Financial    Short Interest: 4.24
Live Interactive Chart
Days to Next Earnings: 98 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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
April 24, 2024 AC None $0.00 @$90.00 $7.42
($92.07)
8.24% -None% I -None% I $0.00 $5.52
( $86.20 )
-25.61%
July 27, 2023 AC 2.3 $80.20 @$80.00 $6.40
($80.20)
8.0% -6.65% I -5.11% I $76.10 $5.38
( $76.10 )
-15.94%
Aug. 2, 2022 AC 2.2 $52.65 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2022 AC 2.4 $48.37 @$50.00
Feb. 3, 2022 AC 2.5 $58.71 @$60.00
Nov. 4, 2021 AC 2.6 $64.60 @$65.00
Aug. 5, 2021 AC 2.6 $63.48 @$65.00
May 6, 2021 AC 2.8 $57.61 @$60.00
Feb. 4, 2021 AC 2.8 $64.15 @$65.00
Nov. 5, 2020 AC 3.1 $56.76 @$55.00

 
 
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