PennyMac Financial Services Inc

PFSINYSE · USD
65.61USD0.00 (-2.02%)
612

PennyMac Financial Services Inc (PFSI) Implied Volatility Current

PFSI implied volatility is 34%. IV Rank is 33%, placing current premiums in the middle of their 52-week range.

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Tracking PFSI implied volatility helps you identify when options premiums on PennyMac Financial Services Inc are historically cheap or expensive, and where the best trades are hiding. PennyMac Financial Services Inc implied volatility reflects the market's expectation of future price movement: when PFSI IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor PennyMac Financial Services Inc's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For PFSI, tracking metrics like PFSI IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on PFSI signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

PennyMac Financial Services, Inc., through its subsidiaries, engages in the mortgage banking and investment management activities in the United States. It operates through three segments: Production, Servicing, and Investment Management. The Production segment is involved in the origination, acquisition, and sale of loans. It sources first-lien residential conventional and government-insured or guaranteed mortgage loans. The Servicing segment engages in the servicing of newly originated loans, and execution and management of early buyout transactions and servicing of loans. It performs loan administration, collection, and default management activities, including the collection and remittance of loan payments, response to customer inquiries, accounting for principal and interest, holding custodial funds for the payment of property taxes and insurance premiums, counseling delinquent borrowers, and supervising foreclosures and property dispositions, as well as administers loss mitigation activities, such as modification and forbearance programs.

The Investment Management segment is involved in sourcing, performing diligence, bidding, and closing investment asset acquisitions; managing correspondent production activities for PennyMac Mortgage Investment Trust; and managing acquired assets. PennyMac Financial Services, Inc. was founded in 2008 and is headquartered in Westlake Village, California.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where PFSI implied volatility sits today versus where it has been. Our scanner ranks PennyMac Financial Services Inc implied volatility against its historical range, surfaces extremes in PFSI IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether PennyMac Financial Services Inc IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
32.94%IV Rank
Moderate

IV is below its typical range - premiums look reasonable for buyers.

Implied Volatility (30d)33.83%

IV Rank32.94%

Historical Volatility (30d)24.90%

IV - HV+8.93%

As of September 23, 2026

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