Closed
⌘K
Sign in Sign up

Penumbra PEN 321.11 -1.34 -0.42%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

PEN / Comparative study

3 signals / 490 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.43
32.57
Mean
22.5
Window
+87.1%
ATM IV z 0.84
0.59
Mean
0.4
Window
+45.1%
IV Percentile z 1.13
80.89
Mean
41.72
Window
+53.8%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.89 0.87
ATM IV 0.89 1.00 0.73
IV Percent... 0.87 0.73 1.00
Source observations

Data inspector

1-50 of 490
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-05 321.11 32.57 0.59 80.89
2026-11-04 322.45 33.61 0.61 83.14
2026-11-03 320.02 38.76 0.69 85.49
2026-11-02 321.34 40.06 0.71 85.83
2026-10-30 318.95 33.92 0.61 84.25
2026-10-29 321.97 42.11 0.74 86.96
2026-10-28 318.31 7.16 0.21 36.9
2026-10-27 324.04 27.13 0.51 78.17
2026-10-26 325.22 24 0.47 75.7
2026-10-23 324.39 22.41 0.44 73.41
2026-10-22 324.96 23.06 0.45 73.81
2026-10-21 323.56 24.51 0.47 74.6
2026-10-20 324.34 40.53 0.71 86.51
2026-10-19 322.41 48.25 0.83 87.65
2026-10-15 321.2 52.91 0.9 88.89
2026-10-14 320.12 60.72 1.02 92.46
2026-10-13 320.01 61.96 1.03 93.25
2026-10-12 320.96 70.18 1.16 96.41
2026-10-09 319.4 65.94 1.09 94.84
2026-10-08 317.52 75.43 1.24 97.62
2026-10-07 316.35 88.96 1.44 98.81
2026-10-06 317.05 95.71 1.54 99.6
2026-10-05 317.11 100 1.6 100
2026-10-02 317.55 100 1.54 100
2026-10-01 318 100 1.42 100
2026-09-30 318.34 25.06 0.4 69.05
2026-09-29 318.86 41.84 0.6 88.49
2026-09-28 319.18 53.3 0.73 91.63
2026-09-25 318.89 40.02 0.58 88.49
2026-09-24 319.72 36.96 0.54 86.85
2026-09-23 319.44 43.9 0.62 90.44
2026-09-22 319.39 41.88 0.6 89.64
2026-09-21 318.78 100 1.29 100
2026-09-18 317.6 100 1.23 100
2026-09-17 318.87 100 1.18 100
2026-09-16 318.4 99.78 1.15 99.6
2026-09-15 318.43 100 1.15 100
2026-09-14 319.86 94.75 1.07 99.2
2026-09-11 317.73 100 1.12 100
2026-09-10 317.78 100 1.11 100
2026-09-09 319.57 100 1.06 100
2026-09-08 319.26 100 1.03 100
2026-09-04 322.17 98.7 0.95 99.6
2026-09-03 321.14 100 0.96 100
2026-09-02 322.8 99.95 0.93 99.6
2026-09-01 322.58 100 0.93 100
2026-08-31 323.1 99.66 0.92 99.6
2026-08-28 321.68 24.62 0.31 43.6
2026-08-27 321 25.13 0.31 44.4
2026-08-26 323.05 24.67 0.31 44