PEN (Penumbra, Inc.)
Expected Move & Straddle Price History
The expected move for PEN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current PEN Expected Move
30-Day Straddle
$18.65
7-Day Straddle
$9.20
Avg IV
0.8%
IV Rank
55%
Implied one-standard-deviation move through the next 30 days. Compare to PEN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
PEN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260608 | $18.65 | $9.20 | 0.8% | 55% |
| 20260605 | $20.05 | $9.10 | 0.7% | 49% |
| 20260604 | $20.05 | $8.95 | 0.8% | 54% |
| 20260603 | $21.05 | $9.05 | 0.6% | 37% |
| 20260602 | $9.62 | $9.62 | 0.4% | 19% |
| 20260601 | $10.40 | $10.40 | 0.6% | 36% |
| 20260529 | $8.77 | $8.77 | 0.4% | 16% |
| 20260528 | $8.88 | $8.88 | 0.5% | 27% |
| 20260527 | $10.45 | $10.45 | 0.3% | 15% |
| 20260526 | $8.77 | $8.77 | 0.3% | 10% |
| 20260522 | $8.68 | $8.68 | 0.4% | 20% |
| 20260521 | $8.98 | $8.98 | 0.4% | 17% |
| 20260520 | $11.10 | $11.10 | 0.2% | 7% |
| 20260519 | $8.00 | $8.00 | 0.4% | 21% |
| 20260518 | $12.10 | $12.10 | 0.4% | 20% |
| 20260515 | $12.95 | $4.78 | 0.4% | 22% |
| 20260514 | $11.38 | $6.60 | 0.3% | 16% |
| 20260513 | $9.20 | $8.05 | 0.3% | 9% |
| 20260512 | $11.47 | $8.23 | 0.2% | 0% |
| 20260511 | $11.00 | $6.75 | 0.2% | 5% |
| 20260510 | $10.90 | $6.70 | 0.3% | 8% |
| 20260508 | $10.90 | $6.70 | 0.3% | 8% |
| 20260507 | $15.65 | $15.15 | 0.2% | 4% |
| 20260506 | $11.45 | $7.92 | 0.2% | 5% |
| 20260505 | $12.70 | $8.75 | 0.3% | 8% |
| 20260504 | $11.60 | $8.78 | 0.2% | 3% |
| 20260502 | $10.47 | $10.47 | 0.6% | 39% |
| 20260501 | $12.22 | $12.22 | 0.5% | 27% |
| 20260430 | $11.80 | $11.80 | 0.6% | 35% |
| 20260429 | $9.57 | $9.57 | 0.6% | 37% |
| 20260428 | $10.28 | $10.28 | 0.5% | 29% |
| 20260427 | $8.18 | $8.18 | 0.6% | 37% |
| 20260424 | $10.40 | $10.40 | 0.5% | 30% |
| 20260423 | $9.55 | $9.55 | 0.4% | 24% |
| 20260422 | $11.03 | $11.03 | 0.4% | 24% |
| 20260421 | $9.80 | $9.80 | 0.5% | 29% |
| 20260420 | $8.47 | $8.47 | 0.4% | 20% |
| 20260417 | $8.12 | $7.60 | 0.4% | 21% |
| 20260416 | $11.30 | $9.45 | 0.4% | 22% |
| 20260415 | $10.82 | $9.55 | 0.4% | 17% |
| 20260414 | $12.15 | $8.40 | 0.4% | 17% |
| 20260413 | $12.12 | $8.00 | 0.4% | 17% |
| 20260410 | $12.60 | $8.05 | 0.3% | 15% |
| 20260409 | $12.97 | $10.00 | 0.3% | 16% |
| 20260408 | $12.03 | $8.75 | 0.5% | 26% |
| 20260407 | $12.60 | $9.25 | 0.4% | 22% |
| 20260406 | $11.65 | $6.80 | 0.3% | 15% |
| 20260402 | $13.05 | $8.00 | 0.3% | 14% |
| 20260401 | $8.85 | $8.85 | 1.1% | 85% |
| 20260331 | $9.68 | $9.68 | 1.3% | 100% |
| 20260330 | $10.05 | $10.05 | 1.0% | 82% |
| 20260327 | $12.10 | $12.10 | 0.9% | 69% |
| 20260326 | $12.50 | $12.50 | 0.9% | 70% |
| 20260325 | $12.10 | $12.10 | 0.9% | 69% |
| 20260324 | $13.00 | $13.00 | 1.0% | 76% |
| 20260323 | $13.00 | $13.00 | 0.9% | 68% |
| 20260320 | $13.00 | $9.18 | 0.9% | 72% |
| 20260319 | $14.40 | $7.00 | 0.9% | 67% |
| 20260318 | $13.80 | $7.40 | 0.7% | 53% |
| 20260317 | $13.30 | $7.25 | 0.8% | 57% |