← Back to Stock / ETF implied volatility screenerPEN - Penumbra
PEN - Penumbra
Implied Volatility Analysis
Implied Volatility:
45.5%
45.5%
Penumbra has an Implied Volatility (IV) of 45.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PEN is 9 and the Implied Volatility Percentile (IVP) is 11. The current Implied Volatility Index for PEN is -1.13 standard deviations away from its 1 year mean.
| Market Cap | $6.44B |
|---|---|
| Next Earnings Date | 11/2/2022 (81d) |
| Implied Volatility (IV) 30d | 45.55 |
| Implied Volatility Rank (IVR) 1y | 9.31 |
| Implied Volatility Percentile (IVP) 1y | 11.24 |
| Historical Volatility (HV) 30d | 65.52 |
| IV / HV | 0.70 |
| Open Interest | 5.05K |
| Option Volume | 14.00 |
Data was calculated after the 8/12/2022 closing.
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