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
$35.90
7-Day Straddle
$7.05
Avg IV
0.9%
IV Rank
69%
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 |
|---|---|---|---|---|
| 20260910 | $35.90 | $7.05 | 0.9% | 69% |
| 20260909 | $39.90 | $6.65 | 0.8% | 64% |
| 20260908 | $40.00 | $9.25 | 0.9% | 71% |
| 20260904 | $35.95 | $13.00 | 0.9% | 69% |
| 20260903 | $37.95 | $20.00 | 0.8% | 64% |
| 20260902 | $19.90 | $19.90 | 0.9% | 69% |
| 20260901 | $19.95 | $19.95 | 1.0% | 78% |
| 20260831 | $19.95 | $19.95 | 0.9% | 70% |
| 20260828 | $20.00 | $20.00 | 0.6% | 42% |
| 20260827 | $19.95 | $19.95 | 0.8% | 66% |
| 20260826 | $19.95 | $19.95 | 0.7% | 50% |
| 20260825 | $20.00 | $20.00 | 0.7% | 52% |
| 20260824 | $20.00 | $20.00 | 0.6% | 39% |
| 20260821 | $15.00 | $12.50 | 0.7% | 49% |
| 20260820 | $20.00 | $15.50 | 0.8% | 61% |
| 20260819 | $15.00 | $30.00 | 0.6% | 43% |
| 20260818 | $19.95 | $15.50 | 0.8% | 60% |
| 20260817 | $17.98 | $12.45 | 0.7% | 53% |
| 20260814 | $17.98 | $19.90 | 0.7% | 53% |
| 20260813 | $16.50 | $7.00 | 0.6% | 45% |
| 20260812 | $17.65 | $7.03 | 0.6% | 47% |
| 20260811 | $16.00 | $7.00 | 0.6% | 39% |
| 20260810 | $21.00 | $7.00 | 0.7% | 52% |
| 20260806 | $26.00 | $11.30 | 0.7% | 45% |
| 20260805 | $21.20 | $21.20 | 0.7% | 50% |
| 20260804 | $16.80 | $16.80 | 0.7% | 47% |
| 20260803 | $20.00 | $20.00 | 0.9% | 61% |
| 20260731 | $8.50 | $8.50 | 0.8% | 58% |
| 20260730 | $20.95 | $20.95 | 0.8% | 55% |
| 20260729 | $13.20 | $13.20 | 0.7% | 49% |
| 20260728 | $8.65 | $8.65 | 0.6% | 39% |
| 20260727 | $8.25 | $8.25 | 0.7% | 48% |
| 20260724 | $9.30 | $9.30 | 0.5% | 32% |
| 20260723 | $12.25 | $12.25 | 0.6% | 35% |
| 20260722 | $16.45 | $16.45 | 0.6% | 41% |
| 20260721 | $14.00 | $14.00 | 0.6% | 43% |
| 20260720 | $10.70 | $10.70 | 0.6% | 41% |
| 20260716 | $16.50 | $7.55 | 0.6% | 36% |
| 20260715 | $15.75 | $8.05 | 0.7% | 44% |
| 20260714 | $15.75 | $8.70 | 0.6% | 35% |
| 20260713 | $18.80 | $20.00 | 0.6% | 35% |
| 20260710 | $18.90 | $10.00 | 0.6% | 36% |
| 20260709 | $22.55 | $30.50 | 0.6% | 37% |
| 20260708 | $20.25 | $10.10 | 0.6% | 37% |
| 20260707 | $22.65 | $10.00 | 0.7% | 43% |
| 20260706 | $36.05 | $15.90 | 0.8% | 53% |
| 20260702 | $14.85 | $14.85 | 1.2% | 89% |
| 20260701 | $17.85 | $17.85 | 1.0% | 71% |
| 20260630 | $18.00 | $18.00 | 1.1% | 83% |
| 20260629 | $16.30 | $16.30 | 1.1% | 87% |
| 20260626 | $16.45 | $16.45 | 1.0% | 71% |
| 20260625 | $17.75 | $17.75 | 0.9% | 69% |
| 20260624 | $17.20 | $17.20 | 1.0% | 74% |
| 20260623 | $17.15 | $17.15 | 1.0% | 73% |
| 20260622 | $30.10 | $30.10 | 1.0% | 76% |
| 20260618 | $20.00 | $17.95 | 0.9% | 61% |
| 20260617 | $15.03 | $7.75 | 0.9% | 66% |
| 20260616 | $18.10 | $18.05 | 0.8% | 61% |
| 20260615 | $20.25 | $8.10 | 0.8% | 59% |
| 20260613 | $18.07 | $18.25 | 0.7% | 48% |