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PennyMac Financial Services PFSI 66.6 0.24 0.36%

PFSI Gamma Exposure (GEX)

PFSI (PennyMac Financial Services): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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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

Gamma exposure (2026-09-21)

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}
25.0
452.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-153.4
153.4
View values by strike
PFSI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
45.00 61.4 -384
50.00 140 -140
55.00 74.8 -24.9 K
60.00 46.8 K -1.65 K
65.00 58.1 -31.7 K
70.00 52.9 K -202 K
75.00 66.1 K -282 K
80.00 17.6 K -237 K
85.00 113 K -126 K
90.00 48.2 K -6.75 K
95.00 34.6 K 0
100.00 35.4 K -200
105.00 43.9 K 0
110.00 13.8 K 0
115.00 8.94 K 0
120.00 7.88 K 0
125.00 9.83 K 0
130.00 235 0
135.00 33.7 0
140.00 285 0
145.00 1.49 K 0
150.00 4.51 K 0