PFSI Moves

PennyMac Financial Services PFSI 67.55 3.65 5.71%

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Expected move

November 04, 2026 close · $67.55

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.9% ±$1.28	$66.27 – $68.83	$66.02 – $69.08	$64.81 – $70.29
2 sessions	±2.6% ±$1.77	$65.78 – $69.32	$65.40 – $69.70	$63.73 – $71.37
3 sessions	±3.3% ±$2.23	$65.32 – $69.78	$64.89 – $70.21	$62.79 – $72.31
1 week	±4.2% ±$2.84	$64.71 – $70.39	$64.08 – $71.02	$61.50 – $73.60
2 weeks	±5.9% ±$3.98	$63.57 – $71.53	$62.63 – $72.47	$59.06 – $76.04
3 weeks	±7.3% ±$4.93	$62.62 – $72.48	$61.42 – $73.68	$57.13 – $77.97
1 month	±8.7% ±$5.87	$61.68 – $73.42	$60.22 – $74.88	$55.10 – $80.00

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

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 →