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PEN - Penumbra
Implied Volatility Analysis

Implied Volatility:
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 Date11/2/2022 (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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