PEN
Penumbra, Inc.Healthcare$330.36
▲ Bullish
Mkt Cap: $12.96B|Float: 38.0M|SI: 5.4%|DTC: 3.3
Data as of market close Apr 2, 2026
IV Rank
58
IV Pctl
22%
HV 20d
967.0%
52W Range
$221-$362
ATR(14)
$2.85
Exp. Move
±2.3%
P/C Ratio
1.02
Earnings
Apr 22
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Max Pain Below
Exp. Move Moderate
PEN Key Options Data
- IV Rank
- 58%
- Total GEX
- $0.00B
- Total DEX
- $0.3M
- Max Pain
- $230.00
- Expected Move
- ±2.3%
- Put/Call OI
- 1.02
- Net Premium
- $0.6M
- Spot Price
- $330.36
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-17 | 15 | ±$7.65 | ±2.3% | $322.71 | $338.01 |
| 2026-05-15 | 43 | ±$4.00 | ±1.2% | $326.36 | $334.36 |
| 2026-07-17 | 106 | ±$32.05 | ±9.7% | $298.31 | $362.41 |
| 2026-10-16 | 197 | ±$50.90 | ±15.4% | $279.46 | $381.26 |
| 2026-12-18 | 260 | ±$68.05 | ±20.6% | $262.31 | $398.41 |
| 2027-01-15 | 288 | ±$71.00 | ±21.5% | $259.36 | $401.36 |
Explore PEN options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.