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PennyMac Financial Services PFSI 67.55 3.65 5.71%

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ATM IV
0.358
Put Call Ratio (OI)
0.528
Put Call Ratio (Vol)
0.439
IV Rank
3.38
IV Percentile
45.1
Max pain
70

Delta exposure (2026-11-04)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
16.0
408.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-152.4
152.4
View values by strike
PFSI · Delta exposure · 2026-11-04. Delta-weighted share equivalents.
StrikeCallsPuts
30.00 0 -5.46
35.00 0 -6.59
40.00 0 -16.4
45.00 199 -175
50.00 408 -275
55.00 87.9 K -18.7 K
60.00 106 K -21.8 K
65.00 196 K -102 K
70.00 124 K -104 K
75.00 37.8 K -181 K
80.00 46.8 K -165 K
85.00 30.2 K -24.2 K
90.00 19.2 K -3.05 K
95.00 6.09 K -2.48 K
100.00 7.19 K -15 K
105.00 8.97 K 0
110.00 2.54 K 0
115.00 1.87 K 0
120.00 1.7 K 0
125.00 2.43 K 0
130.00 61.4 0
135.00 9.14 0
140.00 79.8 0
145.00 406 0
150.00 2.05 K 0