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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Financial Services (PFSI) - NYSE Next Earnings Date: Estimated on Oct. 20, 2026
EVR: 4.0
Avg Daily Volume: 521,415    Market Cap: 3.4B
Sector: Financial Services    Short Interest: 5.61
Live Interactive Chart
Days to Next Earnings: 25 Days
Implied Move Monthly: 12.95%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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. 20, 2026 AC None $0.00 @$65.00 $8.45
($65.26)
12.95% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2026 AC 2.6 $149.70 @$150.00
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

 
 
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