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PFSI - PennyMac Financial Services
Implied Volatility Analysis

Implied Volatility:
52.5%
Put/Call-Ratio:
285.60

PennyMac Financial Services has an Implied Volatility (IV) of 52.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PFSI is 45 and the Implied Volatility Percentile (IVP) is 76. The current Implied Volatility Index for PFSI is 0.77 standard deviations away from its 1 year mean.

Market Cap$2.70B
Dividend Yield1.61% ($0.80)
Next Earnings Date11/3/2022 (38d)
Implied Volatility (IV) 30d
52.48
Implied Volatility Rank (IVR) 1y
45.45
Implied Volatility Percentile (IVP) 1y
75.60
Historical Volatility (HV) 30d
35.76
IV / HV
1.47
Open Interest
87.48K
Option Volume
1.43K
Put/Call Ratio (Volume)
285.60

Data was calculated after the 9/23/2022 closing.

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