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PennyMac Financial Services PFSI 66.6 0.24 0.36%

PFSI Historical Options Analysis

Explore PFSI (PennyMac Financial Services) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

PFSI / Comparative study

3 signals / 500 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -1.21
2.92
Mean
30.4
Window
-82.2%
ATM IV z -0.10
0.34
Mean
0.36
Window
+31.9%
IV Percentile z -0.88
36.4
Mean
59.97
Window
+30.0%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.13 0.38
ATM IV 0.13 1.00 0.38
IV Percent... 0.38 0.38 1.00
Source observations

Data inspector

1-50 of 500
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-09-21 66.6 2.92 0.34 36.4
2026-09-18 66.36 1.83 0.29 6.37
2026-09-17 66.51 5.71 0.46 80.48
2026-09-16 65.95 5.52 0.45 78.49
2026-09-15 68.05 3.98 0.38 62.95
2026-09-14 68.97 3.84 0.38 61.6
2026-09-11 70.36 3.57 0.37 58.17
2026-09-10 69.81 3.34 0.36 52.59
2026-09-09 70.91 3.06 0.34 43.03
2026-09-08 72.04 3.37 0.36 52.99
2026-09-07 73.29 2.91 0.34 39.6
2026-09-04 73.29 2.62 0.32 29.08
2026-09-03 73.23 1.83 0.29 10.36
2026-09-02 72.18 2.03 0.3 14.34
2026-09-01 70.78 3.57 0.37 58.4
2026-08-31 73.11 2.33 0.31 19.68
2026-08-28 73.38 2.43 0.32 22
2026-08-27 73.59 2.36 0.31 20
2026-08-26 72.9 2.69 0.33 32
2026-08-25 74.16 2.85 0.33 37.2
2026-08-24 75.18 3.28 0.35 50.2
2026-08-21 75.09 2.84 0.33 37.6
2026-08-20 75.74 3.43 0.36 53.6
2026-08-19 76.84 3.05 0.34 44
2026-08-18 75.3 3.2 0.35 49.6
2026-08-17 76.31 2.63 0.32 31.73
2026-08-14 78.03 2.91 0.34 41.2
2026-08-13 79.48 2.29 0.31 22.4
2026-08-12 76.98 2.55 0.32 29.2
2026-08-11 76.59 2.43 0.32 25.6
2026-08-10 75.85 2.88 0.34 39.76
2026-08-07 77.41 2.72 0.33 35.6
2026-08-06 77.02 2.67 0.33 34.8
2026-08-05 75.89 2.86 0.33 39.6
2026-08-04 76.99 3.57 0.37 58
2026-08-03 76.4 3.56 0.37 57.83
2026-07-31 75.41 3.81 0.38 61.2
2026-07-30 75.87 3.34 0.36 54
2026-07-29 86.04 6 0.47 80.8
2026-07-28 85.7 6.17 0.48 81.6
2026-07-27 84.47 5.67 0.46 80.72
2026-07-24 84.35 4.87 0.42 76
2026-07-23 82.61 4.95 0.43 76.4
2026-07-22 84.69 5.22 0.44 78
2026-07-21 83.99 5.31 0.44 78.8
2026-07-20 83.58 4.84 0.42 77.11
2026-07-17 85.29 4.83 0.42 77.2
2026-07-16 86.82 4.49 0.41 74
2026-07-15 84.98 4.42 0.4 72.8
2026-07-14 82.91 4.44 0.41 73.2