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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Penumbra (PEN) - NYSE Next Earnings Date: Estimated on Feb. 17, 2026
OS Projected Window: Feb. 16, 2026 to Feb. 21, 2026
EVR: 3.8
Avg Daily Volume: 1,373,242    Market Cap: 10.4B
Sector: None    Short Interest: 4.42
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Weekly: 2.13%       Expires on: Feb. 20, 2026
Implied Move Monthly: 4.11%       Expires on: March 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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
Feb. 17, 2026 AC None $0.00 @$340.00 $14.00
($341.02)
4.11% -None% -None% $0.00 $0.00
( N/A )
None%
Nov. 5, 2025 AC 3.3 $225.54 @$230.00 $20.35
($225.54)
8.85% 20.59% O 17.32% O $264.61 $35.95
( $264.61 )
76.66%
July 29, 2025 AC 3.1 $227.15 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 2, 2023 AC 2.9 $281.33 @$280.00

 
 
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