PennyMac Financial Servic... (PFSI)
NYSE: PFSI
· Real-Time Price · USD
107.08
-1.33 (-1.23%)
At close: Aug 15, 2025, 3:59 PM
107.01
-0.07%
After-hours: Aug 15, 2025, 05:36 PM EDT
PFSI Delta Exposure By Expiry
The total Delta Exposure (DEX) for PFSI across all expirations shows 113,208.27 net shares that market makers must hedge, with 336,409.11 from calls and 223,200.84 from puts. The put-call delta ratio of 0.66 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 73,777.98 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
PFSI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 7,546.23 | -248.84 | 7,297.39 | 0.03 |
| Oct 17, 25 | 46.51 | 0 | 46.51 | 0.00 |
| Nov 21, 25 | 83,505.52 | -40,006.55 | 43,498.97 | 0.48 |
| Dec 19, 25 | 179,391.46 | -105,613.48 | 73,777.98 | 0.59 |
| Jan 16, 26 | 11,462.44 | -9.81 | 11,452.63 | 0.00 |
| Feb 20, 26 | 54,050.59 | -66,665.99 | -12,615.4 | 1.23 |
| Mar 20, 26 | 406.36 | -10,656.17 | -10,249.81 | 26.22 |
| Aug 21, 26 | 0 | 0 | 0 | n/a |