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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Financial Services (PFSI) - NYSE Next Earnings Date: OS Estimate: July 3, 2025 AC
OS Projected Window: June 30, 2025 to July 5, 2025
EVR: 2.8
Avg Daily Volume: 459,451    Market Cap: 5.2B
Sector: Financial    Short Interest: 2.72
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
April 22, 2025 AC None $96.40 @$95.00 $9.40
($96.40)
9.89% 4.68% I -2.75% I $93.74 $7.03
( $93.74 )
-25.21%
Jan. 30, 2025 AC 2.7 $114.82 @$115.00 $7.50
($114.82)
6.52% -8.89% O -8.82% O $104.69 $10.38
( $104.69 )
38.4%
April 24, 2024 AC 2.5 $92.07 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 2, 2022 AC 2.2 $52.65 @$55.00
May 5, 2022 AC 2.4 $48.37 @$50.00

 
 
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