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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Penumbra (PEN) - NYSE Next Earnings Date: OS Estimate: Sept. 16, 2026 AC
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 1.9
Avg Daily Volume: 366,167    Market Cap: 12.8B
Sector: Healthcare    Short Interest: 5.39
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
July 30, 2026 AC 2.4 $319.83 @$320.00 $20.95
($319.83)
6.55% 1.0% I 0.42% I $321.19 $5.25
( $321.19 )
-74.94%
July 28, 2026 AC 2.8 $319.99 @$320.00 $8.65
($319.99)
2.7% -0.9% I 0.04% I $320.13 $9.95
( $320.13 )
15.03%
May 6, 2026 AC 3.0 $324.19 @$320.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 1, 2026 AC 3.4 $325.33 @$330.00
Feb. 25, 2026 BO 3.8 $339.59 @$340.00
Nov. 5, 2025 AC 3.3 $225.54 @$230.00
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

 
 
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