PennyMac Financial Services Inc. (PFSI) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

PennyMac Financial Servic...

NYSE: PFSI · Real-Time Price · USD
123.14
-0.03 (-0.02%)
At close: Oct 03, 2025, 3:59 PM
123.15
0.01%
After-hours: Oct 03, 2025, 06:29 PM EDT

PennyMac Financial Services Greeks

Delta, Gamma, Theta, and Vega Greek Charts for PFSI options.

Delta Table

Strike Price Delta Gamma Theta Vega
50.00 0.9794 0.0008 -0.1211 0.0123
55.00 0.9766 0.0009 -0.1238 0.0137
60.00 0.9741 0.0011 -0.1226 0.0149
65.00 0.9714 0.0013 -0.1213 0.0162
70.00 0.9933 0.0006 -0.0286 0.0046
75.00 0.9648 0.0019 -0.1178 0.0192
80.00 0.9608 0.0024 -0.1156 0.0210
85.00 0.9538 0.0030 -0.1193 0.0239
90.00 0.9558 0.0035 -0.0981 0.0231
95.00 0.9562 0.0042 -0.0829 0.0229
100.00 0.9048 0.0070 -0.1559 0.0418
105.00 0.9093 0.0089 -0.1173 0.0403
110.00 0.8603 0.0129 -0.1461 0.0549
115.00 0.8149 0.0190 -0.1436 0.0660
120.00 0.7263 0.0286 -0.1469 0.0823
125.00 0.1888 0.1220 -0.2255 0.1910
130.00 -0.2427 0.0729 -0.2993 0.1867
135.00 -0.4589 0.0513 -0.3036 0.1619
140.00 -0.5413 0.0365 -0.3539 0.1473
145.00 -0.5952 0.0283 -0.3897 0.1365
150.00 -0.6266 0.0231 -0.4292 0.1294