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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Financial Services (PFSI) - NYSE Next Earnings Date: Estimated on April 21, 2026
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 4.1
Avg Daily Volume: 867,825    Market Cap: 4.4B
Sector: Financial    Short Interest: 3.87
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Monthly: 13.98%       Expires on: May 15, 2026

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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
April 21, 2026 AC None $0.00 @$85.00 $11.95
($85.50)
13.98% -None% -None% $0.00 $0.00
( N/A )
None%
Jan. 29, 2026 AC 2.9 $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 2.7 $120.91 @$120.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 22, 2025 AC 2.7 $104.25 @$105.00
April 22, 2025 AC 2.8 $96.40 @$95.00
Jan. 30, 2025 AC 2.7 $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

 
 
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