PFSI · PennyMac Financial Services, Inc.

Track PFSI — free Ask ALVIS about PFSI

$75.40 -0.47 (-0.62%)

Market Cap

$3.94B

51.92M

Options Chain

15-min delayed Underlying $75.40 · today Options Calculator

Positioning

Aug 21, 2026 · 21 days to expiry · 66 contracts

Put / call OI

0.31

Call-heavy positioning

Open interest

18,539

contracts outstanding

Volume

2,301

traded today

Max pain

$90.00

$14.60 above spot

ATM implied vol

34.3%

market's expected move

Open interest by strike · near the money

Calls Puts

100

105

110

115

120

125

130

135

140

145

150

155

160

165

170

175

180

185

190

195

200

210

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 21d Sep 18 49d Nov 20 112d Dec 18 140d Jan 15 168d Feb 19 203d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	108.2%	0.983	—		$0.25	-0.038	133.9%	1	1
Call · $45 In the money Last — Breakeven — Implied vol 108.2% Delta 0.983 ≈98% ITM Gamma 0.002 Theta -0.019 Vega 0.007 Open interest 0 Model this call Put · $45 Last $0.25 Breakeven $44.75 Implied vol 133.9% Delta -0.038 ≈4% ITM Gamma 0.003 Theta -0.047 Vega 0.014 Open interest 1 Model this put
0	—	87.7%	0.98	—		$0.92	-0.044	109.4%	1	3
Call · $50 In the money Last — Breakeven — Implied vol 87.7% Delta 0.98 ≈98% ITM Gamma 0.003 Theta -0.018 Vega 0.007 Open interest 0 Model this call Put · $50 Last $0.92 Breakeven $49.08 Implied vol 109.4% Delta -0.044 ≈4% ITM Gamma 0.005 Theta -0.044 Vega 0.015 Open interest 3 Model this put
0	—	69.1%	0.977	—		$1.50	-0.056	90.3%	1	0
Call · $55 In the money Last — Breakeven — Implied vol 69.1% Delta 0.977 ≈98% ITM Gamma 0.004 Theta -0.017 Vega 0.008 Open interest 0 Model this call Put · $55 Last $1.50 Breakeven $53.50 Implied vol 90.3% Delta -0.056 ≈6% ITM Gamma 0.007 Theta -0.044 Vega 0.027 Open interest 0 Model this put
1	1	52.1%	0.973	$70.65		$0.75	-0.102	82.3%	2	1
Call · $60 In the money Last $70.65 Breakeven $130.65 Implied vol 52.1% Delta 0.973 ≈97% ITM Gamma 0.007 Theta -0.016 Vega 0.016 Open interest 1 Model this call Put · $60 Last $0.75 Breakeven $59.25 Implied vol 82.3% Delta -0.102 ≈10% ITM Gamma 0.012 Theta -0.064 Vega 0.028 Open interest 1 Model this put
0	—	51.8%	0.896	—		$0.75	-0.179	75.1%	5	17
Call · $65 In the money Last — Breakeven — Implied vol 51.8% Delta 0.896 ≈90% ITM Gamma 0.019 Theta -0.042 Vega 0.029 Open interest 0 Model this call Put · $65 Last $0.75 Breakeven $64.25 Implied vol 75.1% Delta -0.179 ≈18% ITM Gamma 0.019 Theta -0.084 Vega 0.044 Open interest 17 Model this put
3	1	40.5%	0.796	$5.80		$1.30	-0.21	42%	10	20
Call · $70 In the money Last $5.80 Breakeven $75.80 Implied vol 40.5% Delta 0.796 ≈80% ITM Gamma 0.039 Theta -0.052 Vega 0.046 Open interest 3 Model this call Put · $70 Last $1.30 Breakeven $68.70 Implied vol 42% Delta -0.21 ≈21% ITM Gamma 0.039 Theta -0.052 Vega 0.046 Open interest 20 Model this put
24	87	34%	0.547	$3.50		$2.85	-0.454	34.7%	48	45
Call · $75 In the money Last $3.50 Breakeven $78.50 Implied vol 34% Delta 0.547 ≈55% ITM Gamma 0.065 Theta -0.06 Vega 0.071 Open interest 24 Model this call Put · $75 Last $2.85 Breakeven $72.15 Implied vol 34.7% Delta -0.454 ≈45% ITM Gamma 0.064 Theta -0.058 Vega 0.071 Open interest 45 Model this put
Underlying $75.40
232	10	44%	0.31	$0.93		$6.50	-0.736	36.4%	401	1k
Call · $80 Last $0.93 Breakeven $80.93 Implied vol 44% Delta 0.31 ≈31% ITM Gamma 0.044 Theta -0.068 Vega 0.065 Open interest 232 Model this call Put · $80 In the money Last $6.50 Breakeven $73.50 Implied vol 36.4% Delta -0.736 ≈74% ITM Gamma 0.051 Theta -0.049 Vega 0.065 Open interest 1k Model this put
1.6k	2	34.7%	0.08	$0.25		$10.65	-0.958	29.4%	400	1k
Call · $85 Last $0.25 Breakeven $85.25 Implied vol 34.7% Delta 0.08 ≈8% ITM Gamma 0.024 Theta -0.023 Vega 0.034 Open interest 1.6k Model this call Put · $85 In the money Last $10.65 Breakeven $74.35 Implied vol 29.4% Delta -0.958 ≈96% ITM Gamma 0.02 Theta -0.009 Vega 0.018 Open interest 1k Model this put
2.2k	1	70.1%	0.166	$0.14		$17.45	-0.942	46.2%	710	364
Call · $90 Last $0.14 Breakeven $90.14 Implied vol 70.1% Delta 0.166 ≈17% ITM Gamma 0.02 Theta -0.076 Vega 0.053 Open interest 2.2k Model this call Put · $90 In the money Last $17.45 Breakeven $72.55 Implied vol 46.2% Delta -0.942 ≈94% ITM Gamma 0.015 Theta -0.02 Vega 0.02 Open interest 364 Model this put
568	1	82.9%	0.144	$0.80		$10.15	-0.961	54.4%	31	1k
Call · $95 Last $0.80 Breakeven $95.80 Implied vol 82.9% Delta 0.144 ≈14% ITM Gamma 0.015 Theta -0.082 Vega 0.036 Open interest 568 Model this call Put · $95 In the money Last $10.15 Breakeven $84.85 Implied vol 54.4% Delta -0.961 ≈96% ITM Gamma 0.01 Theta -0.017 Vega 0.019 Open interest 1k Model this put
970	13	72.9%	0.064	$0.45		$14.50	-0.957	67.2%	20	852
Call · $100 Last $0.45 Breakeven $100.45 Implied vol 72.9% Delta 0.064 ≈6% ITM Gamma 0.009 Theta -0.039 Vega 0.021 Open interest 970 Model this call Put · $100 In the money Last $14.50 Breakeven $85.50 Implied vol 67.2% Delta -0.957 ≈96% ITM Gamma 0.008 Theta -0.023 Vega 0.02 Open interest 852 Model this put
2.2k	3	99.9%	0.103	$0.28		$19.25	—	—	2	43
Call · $105 Last $0.28 Breakeven $105.28 Implied vol 99.9% Delta 0.103 ≈10% ITM Gamma 0.01 Theta -0.078 Vega 0.038 Open interest 2.2k Model this call Put · $105 In the money Last $19.25 Breakeven $85.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 43 Model this put
134	5	94.7%	0.061	$2.35		$29.80	—	—	2	0
Call · $110 Last $2.35 Breakeven $112.35 Implied vol 94.7% Delta 0.061 ≈6% ITM Gamma 0.007 Theta -0.049 Vega 0.022 Open interest 134 Model this call Put · $110 In the money Last $29.80 Breakeven $80.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
343	3	102.1%	0.054	$0.23		$23.66	—	—	200	0
Call · $115 Last $0.23 Breakeven $115.23 Implied vol 102.1% Delta 0.054 ≈5% ITM Gamma 0.006 Theta -0.048 Vega 0.023 Open interest 343 Model this call Put · $115 In the money Last $23.66 Breakeven $91.34 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
64	1	144.5%	0.122	$2.70		$26.10	—	—	1	1
Call · $120 Last $2.70 Breakeven $122.70 Implied vol 144.5% Delta 0.122 ≈12% ITM Gamma 0.008 Theta -0.126 Vega 0.04 Open interest 64 Model this call Put · $120 In the money Last $26.10 Breakeven $93.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
2.1k	2	116.1%	0.044	$0.15		$31.23	-0.994	88.5%	1	0
Call · $125 Last $0.15 Breakeven $125.15 Implied vol 116.1% Delta 0.044 ≈4% ITM Gamma 0.004 Theta -0.047 Vega 0.024 Open interest 2.1k Model this call Put · $125 In the money Last $31.23 Breakeven $93.77 Implied vol 88.5% Delta -0.994 ≈99% ITM Gamma 0.002 Theta -0.005 Vega 0.003 Open interest 0 Model this put
348	6	—	—	$1.70		$5.40	—	—	8	0
Call · $130 Last $1.70 Breakeven $131.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 348 Model this call Put · $130 In the money Last $5.40 Breakeven $124.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
721	2	—	—	$0.35		$49.80	—	—	2	0
Call · $135 Last $0.35 Breakeven $135.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 721 Model this call Put · $135 In the money Last $49.80 Breakeven $85.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1.3k	20	—	—	$0.64		$8.80	—	—	122	0
Call · $140 Last $0.64 Breakeven $140.64 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.3k Model this call Put · $140 In the money Last $8.80 Breakeven $131.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
21	1	—	—	$17.49		$11.53	—	—	1	0
Call · $145 Last $17.49 Breakeven $162.49 Implied vol — Delta — Gamma — Theta — Vega — Open interest 21 Model this call Put · $145 In the money Last $11.53 Breakeven $133.47 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
771	27	—	—	$0.60		$61.42	—	—	1	0
Call · $150 Last $0.60 Breakeven $150.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 771 Model this call Put · $150 In the money Last $61.42 Breakeven $88.58 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
89	1	—	—	$0.10		$13.00	—	—	100	0
Call · $155 Last $0.10 Breakeven $155.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 89 Model this call Put · $155 In the money Last $13.00 Breakeven $142.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
7	1	—	—	$9.70		—	—	—	—	0
Call · $160 Last $9.70 Breakeven $169.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this call Put · $160 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
400	1	—	—	$1.09		—	—	—	—	0
Call · $165 Last $1.09 Breakeven $166.09 Implied vol — Delta — Gamma — Theta — Vega — Open interest 400 Model this call Put · $165 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
42	1	—	—	$0.85		—	—	—	—	0
Call · $170 Last $0.85 Breakeven $170.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 42 Model this call Put · $170 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
41	40	—	—	$7.30		—	—	—	—	0
Call · $175 Last $7.30 Breakeven $182.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 41 Model this call Put · $175 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	—	—	$1.25		—	—	—	—	0
Call · $180 Last $1.25 Breakeven $181.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $180 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $185 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $185 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $190 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $190 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $195 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $195 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $200 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $200 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $210 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $210 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. The 19 strikes around the money are shown by default — switch to "All 33" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1745916 CUSIP 70932M107 13F (30d) 39 filings 38 filers Visit website Investor relations