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.