thetaOwl

PEN

Penumbra, Inc.Close $317.55EOD only
Max Pain
$380.00
Next expiry Oct 16, 2026
Expected Move
±$11.70
3.7% from close
Price Gap
+62.45
Distance to max pain
IV Rank
100
High premium
P/C OI
2.71
Slightly put-heavy
Consensus
—
No reports available
Published snapshot: Oct 2, 2026 close
End-of-day snapshot

This page reflects PEN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Oct 2, 2026 close
PEN Options Chain
Data as of market close Oct 2, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 14)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
260.0098.6080.3085.300.0001210.9%0.7560.0024-1.4870.1950.061
270.0068.3062.0071.000.0001161.4%0.7510.0032-1.1580.1970.066
280.0049.6937.0047.000.0012170.6%0.8390.0056-0.4100.1520.086
300.0039.7033.0043.000.0011113.9%0.6460.0053-0.9610.2310.064
310.0018.200.000.000.00100.0%1.0000.0000-0.0360.0000.119
320.003.600.003.500.001317.9%0.4390.0354-0.1730.2450.052
330.000.300.001.250.00124220.3%0.1820.0210-0.1260.1640.022
340.004.100.001.500.0011831.3%0.1450.0117-0.1640.1420.017
350.007.000.000.000.001012.5%0.0000.0000-0.0000.0000.000
360.007.000.000.000.001012.5%0.0000.00000.0000.0000.000
370.008.100.000.000.001012.5%0.0000.00000.0000.0000.000
380.005.000.002.500.00353559.4%0.0710.0037-0.1810.0840.008
390.003.460.002.200.00253464.0%0.0590.0029-0.1690.0730.007
400.0022.000.000.000.001025.0%0.0000.0000-0.0000.0000.000
410.002.550.000.000.001025.0%0.0000.00000.0000.0000.000
420.0014.600.001.000.001570.6%0.0260.0014-0.0960.0380.003
430.0015.200.001.000.001375.4%0.0250.0012-0.0970.0360.003
440.005.000.001.000.005010280.0%0.0230.0011-0.0980.0340.003
450.000.050.000.100.003024763.5%0.0030.0002-0.0140.0060.000
460.001.000.001.000.000188.9%0.0210.0009-0.1000.0310.002
470.003.100.0010.000.0014146.8%0.1120.0021-0.6260.1190.012
480.001.000.001.000.00111897.2%0.0190.0008-0.1020.0290.002
490.0014.700.001.000.0002101.2%0.0190.0007-0.1030.0280.002

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
120.000.050.000.050.00119160.9%-0.0010.0000-0.0070.001-0.000
130.000.100.000.150.0016164.1%-0.0020.0001-0.0190.003-0.000
140.000.200.000.500.0016173.8%-0.0050.0001-0.0550.009-0.001
150.000.020.000.300.0014150.4%-0.0030.0001-0.0350.006-0.000
155.000.250.003.000.0013203.5%-0.0230.0004-0.2420.033-0.003
160.000.350.101.500.00210174.9%-0.0150.0003-0.1440.023-0.002
165.000.350.001.000.0025155.9%-0.0110.0003-0.0970.018-0.001
170.000.250.000.500.004260135.5%-0.0060.0002-0.0530.011-0.001
175.000.450.0010.000.00122228.2%-0.0590.0008-0.5960.073-0.009
180.000.400.200.70-0.153183135.0%-0.0110.0003-0.0870.018-0.001
185.000.700.001.000.00119131.3%-0.0130.0004-0.0950.020-0.002
190.000.700.004.000.0014161.6%-0.0370.0008-0.2890.050-0.005
195.001.000.002.000.0023134.8%-0.0240.0007-0.1650.035-0.003
200.000.050.2010.00-0.505171187.1%-0.0740.0012-0.5770.087-0.011
210.002.000.2019.900.0016214.0%-0.1150.0015-0.9180.121-0.017
220.002.000.004.000.0025122.3%-0.0490.0013-0.2720.063-0.007
230.006.100.000.000.002025.0%0.0000.00000.0000.0000.000
240.0011.000.000.000.001025.0%0.0000.00000.0000.0000.000
250.000.500.004.000.0019687.0%-0.0670.0024-0.2480.081-0.009
260.000.500.0019.900.00342131.3%-0.1810.0032-0.7590.164-0.025
270.008.500.5019.900.00110117.2%-0.2040.0039-0.7280.176-0.028
280.000.500.306.800.0014164.9%-0.1430.0056-0.3200.141-0.019
290.001.000.5019.900.0051986.4%-0.2640.0061-0.6170.203-0.036
300.008.501.009.000.00310365.3%-0.3010.0086-0.4930.217-0.040
310.0034.001.0019.900.0021054.8%-0.3850.0112-0.4500.238-0.051
320.008.100.0019.900.0013372.4%-0.4890.0089-0.6210.248-0.067
330.0013.006.0014.000.0057522.0%-0.7980.0206-0.1060.175-0.102
340.0043.900.000.000.00700.0%-1.0000.00000.0400.000-0.130
350.0085.9038.1057.900.004556107.5%-0.6370.0056-0.8670.233-0.095
360.0095.4048.1066.000.00230114.9%-0.6690.0051-0.8930.225-0.103
370.0077.700.000.000.00200.0%-1.0000.00000.0440.000-0.142
380.0087.100.000.000.00300.0%-1.0000.00000.0450.000-0.146
390.0097.100.000.000.00400.0%-1.0000.00000.0460.000-0.149
400.00102.5074.1093.900.001275.3%-0.9300.0029-0.1790.083-0.145
410.00106.000.000.000.00200.0%-1.0000.00000.0480.000-0.157
420.00116.500.000.000.001200.0%-1.0000.00000.0490.000-0.161
430.00115.00122.00132.000.00113176.9%-0.7570.0028-1.1860.195-0.140
440.00176.80126.00146.000.00245179.2%-0.7730.0027-1.1540.187-0.146
450.00194.00136.00156.000.00199188186.1%-0.7790.0026-1.1800.184-0.150
460.00142.28134.00154.000.00113108.0%-0.9490.0016-0.1980.065-0.170
470.00151.10144.00164.000.0017112.8%-0.9510.0014-0.2000.063-0.175
480.00220.00166.00186.000.00320205.4%-0.7940.0022-1.2480.177-0.164
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.