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Penumbra Inc PEN

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-24T12:05:12.463Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T23:00:00.003241767Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T12:05:12.621262+00:00

Share price$324.39
1D-0.2%
AH$323.82$324.22$324.62$325.02$325.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEN
Sold putSold callAH

Penumbra Inc options

Live interpolated PEN call and put midpoint premiums by absolute delta.Penumbra Inc$4.11$26.87$49.63$72.40$95.16$273.45$298.18$322.91$347.64$372.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PEN spot · $324.39PEN PRICE$9.95$9.95$6.78$9.95$9.96$9.97$9.98$9.99$9.99$10.88$13.58$16.29$19.07$6.57$6.73$6.60$9.02$11.45$12.81$13.43$14.27$18.17$22.19$32.95$51.39$88.60
PutsExpensive1.44×
CallsExpensive1.40×
SkewBearish+3.33 pp
Implied moveBearish±$23.40
TiltBearish33.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ446.90115.7%40.8%286.3561.5%13.8%
25Δ390.1783.9%23.3%298.6049.7%10.0%
30Δ354.0746.4%11.2%310.1637.1%6.4%
35Δ348.8052.6%10.6%314.2439.5%5.9%
40Δ343.7246.8%9.0%318.3141.9%5.4%
45Δ338.6541.0%7.5%322.3340.5%4.6%
50Δ333.5835.2%5.9%326.3036.3%3.5%
55Δ328.5029.4%4.3%330.3432.7%2.6%
60Δ323.4323.6%2.8%335.2135.0%2.3%
65Δ318.9020.2%1.7%340.1937.5%2.0%
70Δ315.5221.5%1.5%350.9547.2%2.0%
75Δ312.1422.9%1.2%369.3961.5%2.0%
80Δ308.6623.6%1.0%406.6085.5%2.0%

20Δ

Calls
Pseudo strike
446.90
IV
115.7%
B/E move
40.8%
Puts
Pseudo strike
286.35
IV
61.5%
B/E move
13.8%

25Δ

Calls
Pseudo strike
390.17
IV
83.9%
B/E move
23.3%
Puts
Pseudo strike
298.60
IV
49.7%
B/E move
10.0%

30Δ

Calls
Pseudo strike
354.07
IV
46.4%
B/E move
11.2%
Puts
Pseudo strike
310.16
IV
37.1%
B/E move
6.4%

35Δ

Calls
Pseudo strike
348.80
IV
52.6%
B/E move
10.6%
Puts
Pseudo strike
314.24
IV
39.5%
B/E move
5.9%

40Δ

Calls
Pseudo strike
343.72
IV
46.8%
B/E move
9.0%
Puts
Pseudo strike
318.31
IV
41.9%
B/E move
5.4%

45Δ

Calls
Pseudo strike
338.65
IV
41.0%
B/E move
7.5%
Puts
Pseudo strike
322.33
IV
40.5%
B/E move
4.6%

50Δ

Calls
Pseudo strike
333.58
IV
35.2%
B/E move
5.9%
Puts
Pseudo strike
326.30
IV
36.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
328.50
IV
29.4%
B/E move
4.3%
Puts
Pseudo strike
330.34
IV
32.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
323.43
IV
23.6%
B/E move
2.8%
Puts
Pseudo strike
335.21
IV
35.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
318.90
IV
20.2%
B/E move
1.7%
Puts
Pseudo strike
340.19
IV
37.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
315.52
IV
21.5%
B/E move
1.5%
Puts
Pseudo strike
350.95
IV
47.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
312.14
IV
22.9%
B/E move
1.2%
Puts
Pseudo strike
369.39
IV
61.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
308.66
IV
23.6%
B/E move
1.0%
Puts
Pseudo strike
406.60
IV
85.5%
B/E move
2.0%

Options history

No recorded observations