PEN · Expected Move
Penumbra, Inc.
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).
PEN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current PEN Expected Move
30-Day Straddle
$19.00
7-Day Straddle
$19.00
30-Day ATM IV
25.2%
IV Rank
21%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $19.00 | $19.00 | 25.2% | 21% |
| 20261023 | $22.45 | $22.45 | 27.5% | 25% |
| 20261022 | $0.00 | $0.00 | 38.6% | 41% |
| 20261021 | $10.00 | $10.00 | 32.5% | 32% |
| 20261020 | $28.30 | $28.30 | 36.6% | 38% |
| 20261019 | $30.75 | $30.75 | 47.6% | 54% |
| 20261016 | $38.00 | $3.50 | 50.9% | 59% |
| 20261015 | $36.00 | $1.33 | 48.4% | 55% |
| 20261014 | $44.85 | $2.35 | 65.8% | 81% |
| 20261013 | $50.00 | $8.25 | 66.7% | 82% |
| 20261012 | $56.00 | $2.00 | 69.6% | 86% |
| 20261009 | $0.00 | $3.00 | 78.3% | 99% |
| 20261008 | $66.00 | $3.73 | 72.8% | 91% |
| 20261007 | $73.40 | $15.00 | 78.9% | 100% |
| 20261006 | $10.00 | $1.25 | 27.3% | 41% |
| 20261005 | $83.90 | $11.03 | 22.9% | 30% |
| 20261002 | $11.75 | $11.75 | 35.1% | 60% |
| 20261001 | $11.32 | $11.32 | 26.1% | 38% |
| 20260930 | $5.80 | $5.80 | 23.9% | 32% |
| 20260929 | $13.38 | $13.38 | 24.4% | 33% |
| 20260928 | $13.97 | $13.97 | 26.6% | 39% |
| 20260925 | $14.97 | $14.97 | 23.8% | 32% |
| 20260924 | $12.93 | $12.93 | 20.6% | 24% |
| 20260923 | $21.98 | $21.98 | 24.9% | 35% |
| 20260922 | $14.50 | $14.50 | 24.7% | 34% |
| 20260921 | $40.00 | $40.00 | 51.3% | 100% |
| 20260918 | $40.00 | $10.45 | 48.3% | 95% |
| 20260917 | $40.00 | $11.95 | 47.2% | 92% |
| 20260916 | $38.00 | $12.00 | 47.1% | 92% |
| 20260915 | $40.00 | $11.95 | 46.7% | 91% |
| 20260914 | $38.00 | $12.00 | 49.1% | 97% |
| 20260911 | $42.00 | $12.00 | 48.4% | 95% |
| 20260910 | $35.90 | $7.05 | 50.4% | 100% |
| 20260909 | $39.90 | $6.65 | 42.3% | 95% |
| 20260908 | $40.00 | $9.25 | 41.7% | 94% |
| 20260904 | $35.95 | $13.00 | 40.0% | 88% |
| 20260903 | $37.95 | $20.00 | 36.8% | 79% |
| 20260902 | $19.90 | $19.90 | 36.1% | 77% |
| 20260901 | $19.95 | $19.95 | 38.6% | 84% |
| 20260831 | $19.95 | $19.95 | 38.7% | 84% |
| 20260828 | $20.00 | $20.00 | 32.1% | 64% |
| 20260827 | $19.95 | $19.95 | 33.9% | 70% |
| 20260826 | $19.95 | $19.95 | 26.7% | 48% |
| 20260825 | $20.00 | $20.00 | 25.4% | 44% |
| 20260824 | $20.00 | $20.00 | 25.2% | 44% |
| 20260821 | $15.00 | $12.50 | 19.4% | 26% |
| 20260820 | $20.00 | $15.50 | 19.1% | 25% |
| 20260819 | $15.00 | $30.00 | 10.9% | 0% |
| 20260818 | $19.95 | $15.50 | 17.4% | 19% |
| 20260817 | $17.98 | $12.45 | 28.9% | 54% |
| 20260814 | $17.98 | $19.90 | 28.6% | 53% |
| 20260813 | $16.50 | $7.00 | 19.0% | 24% |
| 20260812 | $17.65 | $7.03 | 20.6% | 29% |
| 20260811 | $16.00 | $7.00 | 20.6% | 29% |
| 20260810 | $21.00 | $7.00 | 22.4% | 34% |
| 20260807 | — | — | 29.6% | 56% |
| 20260806 | $26.00 | $11.30 | 30.1% | 58% |
| 20260805 | $21.20 | $21.20 | 32.4% | 65% |
| 20260804 | $16.80 | $16.80 | 28.5% | 53% |
| 20260803 | $20.00 | $20.00 | 26.8% | 48% |
More on PEN
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.