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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Financial Services (PFSI) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2027 AC
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 3.9
Avg Daily Volume: 662,867    Market Cap: 3.3B
Sector: Financial Services    Short Interest: 7.11
Live Interactive Chart
Days to Next Earnings: 79 Days

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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. 29, 2026 AC 4.0 $64.41 @$65.00 $6.85
($64.41)
10.54% -6.47% I -2.31% I $62.92 $5.47
( $62.92 )
-20.15%
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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