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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennyMac Financial Services (PFSI) - NYSE Next Earnings Date: Estimate: Jan. 30, 2025 AC
EVR: 2.7
Avg Daily Volume: 281,480    Market Cap: 4.49B
Sector: Financial    Short Interest: 4.24
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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 24, 2024 AC 2.5 $92.07 @$90.00 $7.42
($92.07)
8.24% -9.81% O -6.37% I $86.20 $5.52
( $86.20 )
-25.61%
Feb. 1, 2024 AC 2.6 $89.02 @$90.00 $6.95
($89.02)
7.72% 6.47% I 4.74% I $93.24 $5.45
( $93.24 )
-21.58%
Oct. 26, 2023 AC 2.5 $64.09 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 3, 2022 AC 2.5 $58.71 @$60.00
Nov. 4, 2021 AC 2.6 $64.60 @$65.00

 
 
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