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
$12.25
7-Day Straddle
$12.25
Avg IV
0.6%
IV Rank
35%
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 |
|---|---|---|---|---|
| 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% |
| 20260612 | $16.27 | $18.25 | 0.7% | 44% |
| 20260611 | $19.25 | $8.25 | 0.7% | 46% |
| 20260610 | $19.25 | $8.80 | 0.8% | 53% |
| 20260609 | $17.25 | $9.48 | 0.8% | 56% |
| 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% |