Pennymac Financial Servs (PFSI)'s 30-day implied volatility (IV30) was 51.9% at the close on October 21, 2026, up from 43.7% the day before, against a 52-week range of 24.6% to 54.0%. Its 20-day historical volatility was 35.6%.

Key numbers

30-day implied volatility (IV30): 51.9%
IV30 52-week range: 24.6% to 54.0% (median 34.4%)
Historical volatility: 20-day 35.6%, 1-year 33.9%
Implied move by the nearest expiration: ±2.8%

Data as of October 21, 2026.

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

Name: PFSI Implied Volatility
Creator: Market Chameleon