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PennyMac Financial Services PFSI 62.36 -0.49 -0.78%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for PFSI.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.46%
Average actual move
0.47%
Beyond the implied move
0 / 1
Median IV change
-17.22%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±10.46% -0.47% 0.04× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →