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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

Expected move

No chain in the last ten days can size a move for PEN.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.51%
Average actual move
12.03%
Beyond the implied move
1 / 1
Median IV change
-28.97%
Reaction session Implied Actual Used ATM IV before → after
February 19, 2025 ±10.51% +12.03% 1.14× 54.4% → 33.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →