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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Financial Services (PFSI) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2026 AC
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 2.9
Avg Daily Volume: 369,010    Market Cap: 6.9B
Sector: Financial    Short Interest: 3.56
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
Oct. 21, 2025 AC 2.7 $120.91 @$120.00 $10.35
($120.91)
8.62% 11.28% O 7.16% I $129.57 $12.93
( $129.57 )
24.93%
July 22, 2025 AC 2.7 $104.25 @$105.00 $6.90
($104.25)
6.57% -7.79% O -7.37% O $96.56 $8.45
( $96.56 )
22.46%
April 22, 2025 AC 2.8 $96.40 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 30, 2025 AC 2.7 $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
July 27, 2023 AC 2.5 $80.20 @$80.00
April 27, 2023 AC 2.4 $65.92 @$65.00
Feb. 2, 2023 AC 2.3 $72.55 @$75.00

 
 
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