Pennymac Financial Servs (PFSI)'s 30-day implied volatility (IV30) was 37.9% at the close on October 30, 2026, up from 37.5% the day before, against a 52-week range of 24.6% to 54.0%. Its 20-day historical volatility was 39.5%.

Key numbers

30-day implied volatility (IV30): 37.9%
IV30 52-week range: 24.6% to 54.0% (median 34.7%)
Historical volatility: 20-day 39.5%, 1-year 34.1%
Implied move by the nearest expiration: ±2.4%

Data as of October 30, 2026.

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

Name: PFSI Implied Volatility
Creator: Market Chameleon