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PennyMac Financial Services, Inc. Common Stock PFSI

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Market datapartial · fetched 2026-10-22T16:35:22.951Z

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 · 2026-10-22T16:34:40.368600778Z

FundamentalsAlpha Vantage · unavailable

Share price$62.81
1D+4.6%
$59.76$60.74$61.72$62.70$63.685:30 AM6:30 AM9:00 AM1:00 PMPFSI
Sold putSold call

PennyMac Financial Services, Inc. Common Stock options

Live interpolated PFSI call and put midpoint premiums by absolute delta.PennyMac Financial Services, Inc. Common Stock$0.84$3.62$6.40$9.18$11.96$51.15$56.66$62.17$67.67$73.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFSI spot · $62.80PFSI PRICE$1.14$1.14$1.48$1.83$2.17$2.59$3.12$3.64$4.17$4.69$5.36$6.13$6.89$1.19$1.52$1.85$2.28$2.98$3.68$4.38$5.08$6.02$6.95$7.89$9.23$11.16
PutsExpensive1.38×
CallsExpensive1.13×
SkewBearish+7.18 pp
Implied moveBearish±$7.49
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.4262.9%20.3%55.7555.5%13.1%
25Δ69.1944.2%12.0%57.3053.2%11.2%
30Δ68.0244.6%10.7%58.8650.9%9.2%
35Δ66.8545.0%9.4%60.3149.6%7.6%
40Δ65.6845.5%8.0%61.4951.1%6.8%
45Δ64.5745.7%6.9%62.6752.5%6.1%
50Δ63.5345.8%6.1%63.8654.0%5.3%
55Δ62.4946.0%5.3%65.0455.4%4.5%
60Δ61.4546.1%4.5%66.4255.1%3.8%
65Δ60.4246.2%3.7%67.8054.8%3.1%
70Δ59.3345.4%3.0%69.1854.5%2.4%
75Δ58.2244.1%2.5%70.9154.8%1.8%
80Δ57.1142.7%1.9%73.1556.2%1.3%

20Δ

Calls
Pseudo strike
74.42
IV
62.9%
B/E move
20.3%
Puts
Pseudo strike
55.75
IV
55.5%
B/E move
13.1%

25Δ

Calls
Pseudo strike
69.19
IV
44.2%
B/E move
12.0%
Puts
Pseudo strike
57.30
IV
53.2%
B/E move
11.2%

30Δ

Calls
Pseudo strike
68.02
IV
44.6%
B/E move
10.7%
Puts
Pseudo strike
58.86
IV
50.9%
B/E move
9.2%

35Δ

Calls
Pseudo strike
66.85
IV
45.0%
B/E move
9.4%
Puts
Pseudo strike
60.31
IV
49.6%
B/E move
7.6%

40Δ

Calls
Pseudo strike
65.68
IV
45.5%
B/E move
8.0%
Puts
Pseudo strike
61.49
IV
51.1%
B/E move
6.8%

45Δ

Calls
Pseudo strike
64.57
IV
45.7%
B/E move
6.9%
Puts
Pseudo strike
62.67
IV
52.5%
B/E move
6.1%

50Δ

Calls
Pseudo strike
63.53
IV
45.8%
B/E move
6.1%
Puts
Pseudo strike
63.86
IV
54.0%
B/E move
5.3%

55Δ

Calls
Pseudo strike
62.49
IV
46.0%
B/E move
5.3%
Puts
Pseudo strike
65.04
IV
55.4%
B/E move
4.5%

60Δ

Calls
Pseudo strike
61.45
IV
46.1%
B/E move
4.5%
Puts
Pseudo strike
66.42
IV
55.1%
B/E move
3.8%

65Δ

Calls
Pseudo strike
60.42
IV
46.2%
B/E move
3.7%
Puts
Pseudo strike
67.80
IV
54.8%
B/E move
3.1%

70Δ

Calls
Pseudo strike
59.33
IV
45.4%
B/E move
3.0%
Puts
Pseudo strike
69.18
IV
54.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
58.22
IV
44.1%
B/E move
2.5%
Puts
Pseudo strike
70.91
IV
54.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
57.11
IV
42.7%
B/E move
1.9%
Puts
Pseudo strike
73.15
IV
56.2%
B/E move
1.3%

Options history

No recorded observations