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: July 29, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 3.6
Avg Daily Volume: 558,016    Market Cap: 4.8B
Sector: Financial    Short Interest: 4.72
Live Interactive Chart
Days to Next Earnings: 70 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
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 $11.50
($149.70)
7.67% -37.54% O -33.25% O $99.92 $50.70
( $99.92 )
340.87%
Oct. 21, 2025 AC 2.5 $120.91 @$120.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 27, 2023 AC 2.5 $80.20 @$80.00

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