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PennyMac Financial Services PFSI 62.36 -0.49 -0.78%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.4
Put Call Ratio (OI)
0.511
Put Call Ratio (Vol)
0.274
IV Rank
6.89
IV Percentile
56.1
Max pain
70

Gamma exposure (2026-11-11)

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}
9.0
401.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-157.6
157.6
View values by strike
PFSI · Gamma exposure · 2026-11-11. USD of exposure per 1% underlying move.
StrikeCallsPuts
30.00 1.03 K -19.5
35.00 0 -28.4
40.00 0 -101
45.00 75 -611
50.00 379 -2.3 K
55.00 92.5 K -57.9 K
60.00 300 K -115 K
65.00 587 K -718 K
70.00 294 K -283 K
75.00 155 K -192 K
80.00 99.8 K -87.8 K
85.00 105 K -1.42 K
90.00 56.9 K -1.04 K
95.00 26.4 K -381
100.00 28.8 K -2.92 K
105.00 35.3 K 0
110.00 11.2 K 0
115.00 7.38 K 0
120.00 6.58 K 0
125.00 8.31 K -286
130.00 200 0
135.00 28.9 0
140.00 246 0
145.00 1.29 K 0
150.00 3.95 K 0