Pennymac Financial Servs (PFSI)'s 30-day implied volatility (IV30) was 43.2% at the close on October 22, 2026, down from 51.9% the day before, against a 52-week range of 24.6% to 54.0%. Its 20-day historical volatility was 36.1%.

Key numbers

30-day implied volatility (IV30): 43.2%
IV30 52-week range: 24.6% to 54.0% (median 34.4%)
Historical volatility: 20-day 36.1%, 1-year 33.9%
Implied move by the nearest expiration: ±3.3%

Data as of October 22, 2026.

PFSI Implied Volatility (IV) vs Historical Volatility (HV)

Name: PFSI Implied Volatility
Creator: Market Chameleon