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PennyMac Financial Services PFSI 67.55 3.65 5.71%

Previous-day view · Wed Nov 4 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
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

PFSI / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -1.07
3.38
Mean
27.98
Window
-93.4%
ATM IV z -0.05
0.36
Mean
0.37
Window
+12.4%
IV Percentile z -0.56
45.1
Mean
60.06
Window
-34.4%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.11 0.32
ATM IV 0.11 1.00 0.40
IV Percent... 0.32 0.40 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-11-04 67.55 3.38 0.36 45.1
2026-11-03 63.9 4.82 0.42 65.1
2026-11-02 65.32 4.93 0.43 66.93
2026-10-30 62.92 5.25 0.44 69.69
2026-10-29 64.41 7.65 0.55 85.38
2026-10-28 63.42 8.43 0.58 89.68
2026-10-27 64.17 7.81 0.56 86.51
2026-10-26 63.14 6.92 0.52 83.27
2026-10-23 63.68 7.49 0.54 85.32
2026-10-22 63.36 5.8 0.47 77.38
2026-10-21 59.53 6.8 0.51 83.33
2026-10-20 60.27 5.61 0.46 75.79
2026-10-19 59.2 6.6 0.5 82.87
2026-10-15 61.19 5.93 0.47 78.57
2026-10-14 57.75 6.04 0.48 80.16
2026-10-13 59.29 5.22 0.44 73.81
2026-10-12 58.84 6.2 0.48 81.27
2026-10-09 59.9 4.28 0.4 63.1
2026-10-08 61.34 7.01 0.52 84.52
2026-10-07 60.91 5.3 0.44 75.4
2026-10-06 62.76 5.58 0.46 77.78
2026-10-05 62.95 6.19 0.48 81.67
2026-10-02 62 4.92 0.43 73.81
2026-10-01 61.95 3.86 0.38 60.32
2026-09-30 61.72 6.03 0.48 80.95
2026-09-29 63.61 4.78 0.42 72.62
2026-09-28 63.66 2.63 0.32 23.51
2026-09-25 65.46 3.57 0.37 55.56
2026-09-24 65.26 4.05 0.39 62.55
2026-09-23 65.61 2.95 0.34 37.05
2026-09-22 66.96 3.23 0.35 47.01
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