PEN · Iron Condor Setups
Penumbra, Inc.
Iron condor opportunities for PEN based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.
PEN IV rank history
30 sessionsIV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).
Current Iron Condor Setup for PEN
Score
8.27
Breach Rate
29.0%
168 of 579 observations
Avg Straddle
$20.50
5.8% of price
IV Rank
21%
IV Premium
0.92x
IV ÷ Realized Vol
Beta vs SPY
0.04
P/C Vol
4.33
Current Price
$325.22
Score formula:
(1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty.
Higher is better. PEN is ranked against all other tracked symbols by score; see the
full Iron Condor Screener for the leaderboard.
PEN IV Rank — Last 30 Days
| Date | IV Rank |
|---|---|
| 20261026 | 21% |
| 20261023 | 25% |
| 20261022 | 41% |
| 20261021 | 32% |
| 20261020 | 38% |
| 20261019 | 54% |
| 20261016 | 59% |
| 20261015 | 55% |
| 20261014 | 81% |
| 20261013 | 82% |
| 20261012 | 86% |
| 20261009 | 99% |
| 20261008 | 91% |
| 20261007 | 100% |
| 20261006 | 41% |
| 20261005 | 30% |
| 20261002 | 60% |
| 20261001 | 38% |
| 20260930 | 32% |
| 20260929 | 33% |
| 20260928 | 39% |
| 20260925 | 32% |
| 20260924 | 24% |
| 20260923 | 35% |
| 20260922 | 34% |
| 20260921 | 100% |
| 20260918 | 95% |
| 20260917 | 92% |
| 20260916 | 92% |
| 20260915 | 91% |
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.