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PennyMac Financial Services, Inc. Common Stock PFSI

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Market datapartial · fetched 2026-10-22T21:09:37.619Z

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 · 2026-10-22T20:10:00.004205368Z

FundamentalsAlpha Vantage · unavailable

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 Financial Services, Inc. Common Stock options

Live interpolated PFSI call and put midpoint premiums by absolute delta.PennyMac Financial Services, Inc. Common Stock$0.79$3.54$6.29$9.04$11.80$52.14$57.56$62.97$68.39$73.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$5.58$6.41$7.24$1.23$1.48$1.73$2.29$2.89$3.50$4.11$4.79$5.59$6.40$7.20$8.53$11.00
PutsExpensive1.32×
CallsExpensive1.13×
SkewBearish+4.36 pp
Implied moveBearish±$7.17
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.8764.8%23.0%55.9557.8%13.6%
25Δ69.8645.2%12.1%57.8252.8%11.1%
30Δ68.6544.7%10.7%59.7047.7%8.5%
35Δ67.4444.3%9.3%60.9447.8%7.4%
40Δ66.2443.8%7.9%62.0549.0%6.6%
45Δ65.0343.3%6.5%63.1750.1%5.8%
50Δ63.9744.3%5.8%64.2951.2%5.0%
55Δ62.9245.3%5.1%65.4451.7%4.3%
60Δ61.8746.3%4.4%66.6851.0%3.6%
65Δ60.8247.3%3.7%67.9250.4%2.9%
70Δ59.7447.8%3.1%69.1549.7%2.2%
75Δ58.5646.3%2.5%70.8550.7%1.6%
80Δ57.3844.8%2.0%73.5755.2%1.2%

20Δ

Calls
Pseudo strike
76.87
IV
64.8%
B/E move
23.0%
Puts
Pseudo strike
55.95
IV
57.8%
B/E move
13.6%

25Δ

Calls
Pseudo strike
69.86
IV
45.2%
B/E move
12.1%
Puts
Pseudo strike
57.82
IV
52.8%
B/E move
11.1%

30Δ

Calls
Pseudo strike
68.65
IV
44.7%
B/E move
10.7%
Puts
Pseudo strike
59.70
IV
47.7%
B/E move
8.5%

35Δ

Calls
Pseudo strike
67.44
IV
44.3%
B/E move
9.3%
Puts
Pseudo strike
60.94
IV
47.8%
B/E move
7.4%

40Δ

Calls
Pseudo strike
66.24
IV
43.8%
B/E move
7.9%
Puts
Pseudo strike
62.05
IV
49.0%
B/E move
6.6%

45Δ

Calls
Pseudo strike
65.03
IV
43.3%
B/E move
6.5%
Puts
Pseudo strike
63.17
IV
50.1%
B/E move
5.8%

50Δ

Calls
Pseudo strike
63.97
IV
44.3%
B/E move
5.8%
Puts
Pseudo strike
64.29
IV
51.2%
B/E move
5.0%

55Δ

Calls
Pseudo strike
62.92
IV
45.3%
B/E move
5.1%
Puts
Pseudo strike
65.44
IV
51.7%
B/E move
4.3%

60Δ

Calls
Pseudo strike
61.87
IV
46.3%
B/E move
4.4%
Puts
Pseudo strike
66.68
IV
51.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
60.82
IV
47.3%
B/E move
3.7%
Puts
Pseudo strike
67.92
IV
50.4%
B/E move
2.9%

70Δ

Calls
Pseudo strike
59.74
IV
47.8%
B/E move
3.1%
Puts
Pseudo strike
69.15
IV
49.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
58.56
IV
46.3%
B/E move
2.5%
Puts
Pseudo strike
70.85
IV
50.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
57.38
IV
44.8%
B/E move
2.0%
Puts
Pseudo strike
73.57
IV
55.2%
B/E move
1.2%

Options history

No recorded observations