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PennyMac Financial Services PFSI 66.6 0.24 0.36%

PFSI Delta Exposure (DEX)

PFSI (PennyMac Financial Services): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.337
Put Call Ratio (OI)
0.763
Put Call Ratio (Vol)
1.23
IV Rank
2.92
IV Percentile
36.4
Max Pain
70

Delta exposure (2026-09-21)

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}
25.0
452.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-153.4
153.4
View values by strike
PFSI · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
45.00 183 -144
50.00 266 -36.4
55.00 85.4 -11.9 K
60.00 30.2 K -468
65.00 61.6 -10.1 K
70.00 11.8 K -81.5 K
75.00 16.4 K -153 K
80.00 4.89 K -191 K
85.00 25.9 K -146 K
90.00 7.56 K -9.19 K
95.00 6.04 K 0
100.00 6.88 K -257
105.00 8.91 K 0
110.00 2.52 K 0
115.00 1.86 K 0
120.00 1.7 K 0
125.00 2.43 K 0
130.00 61.4 0
135.00 9.15 0
140.00 79.9 0
145.00 406 0
150.00 2.05 K 0