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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Penumbra (PEN) - NYSE Next Earnings Date: OS Estimate: Sept. 17, 2025 AC
OS Projected Window: Sept. 15, 2025 to Sept. 20, 2025
EVR: 3.1
Avg Daily Volume: 495,028    Market Cap: 9.2B
Sector: None    Short Interest: 4.91
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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 29, 2025 AC None $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 $29.50
($278.77)
10.54% 7.83% I 6.98% I $298.25 $29.10
( $298.25 )
-1.36%
Feb. 18, 2025 AC 2.9 $271.14 @$270.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 3, 2022 AC 3.2 $151.88 @$150.00

 
 
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