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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Financial Services (PFSI) - NYSE Next Earnings Date: Estimated on July 21, 2026
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 3.6
Avg Daily Volume: 512,512    Market Cap: 4.3B
Sector: Financial    Short Interest: 3.52
Live Interactive Chart
Days to Next Earnings: 25 Days
Implied Move Monthly: 12.10%       Expires on: Aug. 21, 2026

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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 21, 2026 AC None $0.00 @$85.00 $10.10
($86.08)
11.73% -None% -None% $0.00 $0.00
( N/A )
None%
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

 
 
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