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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

Gamma exposure (2026-11-04)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
16.0
408.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-152.4
152.4
View values by strike
PFSI · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
30.00 0 -17.3
35.00 0 -24.4
40.00 0 -82.7
45.00 2.07e-7 -518
50.00 200 -1.6 K
55.00 19.3 K -42.8 K
60.00 131 K -85.2 K
65.00 649 K -630 K
70.00 458 K -308 K
75.00 127 K -375 K
80.00 97.9 K -210 K
85.00 140 K -23.6 K
90.00 78.6 K -2.25 K
95.00 36.4 K -1.03 K
100.00 38.2 K 0
105.00 45.8 K 0
110.00 14.4 K 0
115.00 9.28 K 0
120.00 8.16 K 0
125.00 10.2 K 0
130.00 242 0
135.00 34.7 0
140.00 293 0
145.00 1.53 K 0
150.00 4.63 K 0