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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Penumbra (PEN) - NYSE Next Earnings Date: Estimated on April 22, 2026
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 3.5
Avg Daily Volume: 632,245    Market Cap: 10.4B
Sector: None    Short Interest: 4.42
Live Interactive Chart
Days to Next Earnings: 29 Days
Implied Move Monthly: 7.75%       Expires on: May 15, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 22, 2026 AC None $0.00 @$340.00 $26.00
($335.65)
7.75% -None% -None% $0.00 $0.00
( N/A )
None%
Feb. 25, 2026 AC 3.8 $338.67 @$340.00 $11.00
($338.67)
3.24% 1.0% I 0.96% I $341.94 $7.60
( $341.94 )
-30.91%
Nov. 5, 2025 AC 3.3 $225.54 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 29, 2025 AC 3.1 $227.15 @$230.00
April 23, 2025 AC 3.2 $278.77 @$280.00
Feb. 18, 2025 AC 2.9 $271.14 @$270.00
May 7, 2024 AC 3.0 $210.00 @$210.00
Feb. 22, 2024 AC 2.8 $262.68 @$260.00
Nov. 2, 2023 AC 3.2 $198.26 @$200.00
Aug. 1, 2023 AC 3.0 $298.33 @$300.00

 
 
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