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PennyMac Finl Svcs Inc PFSI

FINANCIAL SERVICES · MORTGAGE FINANCE
i

Market dataready · fetched 2026-10-23T04:06:30.329Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.003747016Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:06:29.040447+00:00

Share price$63.36
1D+5.5%
AH$60$61$62$63$645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFSI
Sold putSold callAH

PennyMac Finl Svcs Inc options

Live interpolated PFSI call and put midpoint premiums by absolute delta.PennyMac Finl Svcs Inc$0.79$3.53$6.27$9.01$11.75$52.01$57.49$62.97$68.45$73.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFSI spot · $63.36PFSI PRICE$1.09$1.14$1.46$1.79$2.12$2.44$3.06$3.68$4.30$4.92$5.59$6.42$7.25$1.23$1.48$1.73$2.28$2.89$3.50$4.11$4.78$5.58$6.39$7.19$8.49$10.96
PutsExpensive1.34×
CallsExpensive1.15×
SkewBearish+4.35 pp
Implied moveBearish±$7.17
TiltBearish14.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.8665.4%23.0%55.9458.8%13.6%
25Δ69.8646.1%12.1%57.8253.7%11.1%
30Δ68.6545.6%10.7%59.7048.5%8.5%
35Δ67.4445.1%9.3%60.9348.6%7.4%
40Δ66.2344.6%7.9%62.0549.8%6.6%
45Δ65.0244.1%6.5%63.1650.9%5.8%
50Δ63.9645.1%5.8%64.2852.0%5.0%
55Δ62.9146.2%5.1%65.4452.5%4.3%
60Δ61.8647.2%4.4%66.6751.9%3.6%
65Δ60.8148.3%3.7%67.9051.2%2.9%
70Δ59.7248.7%3.1%69.1350.5%2.2%
75Δ58.5447.2%2.5%70.8151.4%1.6%
80Δ57.3645.7%2.0%73.5356.0%1.3%

20Δ

Calls
Pseudo strike
76.86
IV
65.4%
B/E move
23.0%
Puts
Pseudo strike
55.94
IV
58.8%
B/E move
13.6%

25Δ

Calls
Pseudo strike
69.86
IV
46.1%
B/E move
12.1%
Puts
Pseudo strike
57.82
IV
53.7%
B/E move
11.1%

30Δ

Calls
Pseudo strike
68.65
IV
45.6%
B/E move
10.7%
Puts
Pseudo strike
59.70
IV
48.5%
B/E move
8.5%

35Δ

Calls
Pseudo strike
67.44
IV
45.1%
B/E move
9.3%
Puts
Pseudo strike
60.93
IV
48.6%
B/E move
7.4%

40Δ

Calls
Pseudo strike
66.23
IV
44.6%
B/E move
7.9%
Puts
Pseudo strike
62.05
IV
49.8%
B/E move
6.6%

45Δ

Calls
Pseudo strike
65.02
IV
44.1%
B/E move
6.5%
Puts
Pseudo strike
63.16
IV
50.9%
B/E move
5.8%

50Δ

Calls
Pseudo strike
63.96
IV
45.1%
B/E move
5.8%
Puts
Pseudo strike
64.28
IV
52.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
62.91
IV
46.2%
B/E move
5.1%
Puts
Pseudo strike
65.44
IV
52.5%
B/E move
4.3%

60Δ

Calls
Pseudo strike
61.86
IV
47.2%
B/E move
4.4%
Puts
Pseudo strike
66.67
IV
51.9%
B/E move
3.6%

65Δ

Calls
Pseudo strike
60.81
IV
48.3%
B/E move
3.7%
Puts
Pseudo strike
67.90
IV
51.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
59.72
IV
48.7%
B/E move
3.1%
Puts
Pseudo strike
69.13
IV
50.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
58.54
IV
47.2%
B/E move
2.5%
Puts
Pseudo strike
70.81
IV
51.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
57.36
IV
45.7%
B/E move
2.0%
Puts
Pseudo strike
73.53
IV
56.0%
B/E move
1.3%

Options history

No recorded observations