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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Penumbra (PEN) - NYSE Next Earnings Date: Estimated on Nov. 5, 2025
EVR: 3.3
Avg Daily Volume: 364,922    Market Cap: 9.9B
Sector: None    Short Interest: 4.13
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Monthly: 10.08%       Expires on: Nov. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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
Nov. 5, 2025 AC None $0.00 @$240.00 $23.70
($235.08)
10.08% -None% I -None% I $0.00 $0.00
( N/A )
None%
July 29, 2025 AC 3.1 $227.15 @$230.00 $21.90
($227.15)
9.52% 13.95% O 11.91% O $254.21 $27.10
( $254.21 )
23.74%
April 23, 2025 AC 3.2 $278.77 @$280.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 23, 2023 BO 3.2 $261.35 @$260.00

 
 
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