← Back to Stock / ETF implied volatility screenerPEN - Penumbra
PEN - Penumbra
Implied Volatility Analysis
Implied Volatility:
51.4%
51.4%
Put/Call-Ratio:
2.00
2.00
Penumbra has an Implied Volatility (IV) of 51.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PEN is 13 and the Implied Volatility Percentile (IVP) is 14. The current Implied Volatility Index for PEN is -1.09 standard deviations away from its 1 year mean.
| Market Cap | $7.45B |
|---|---|
| Next Earnings Date | 2/21/2023 (85d) |
| Implied Volatility (IV) 30d | 51.44 |
| Implied Volatility Rank (IVR) 1y | 13.17 |
| Implied Volatility Percentile (IVP) 1y | 14.48 |
| Historical Volatility (HV) 30d | 57.45 |
| IV / HV | 0.90 |
| Open Interest | 10.18K |
| Option Volume | 3.00 |
| Put/Call Ratio (Volume) | 2.00 |
Data was calculated after the 11/25/2022 closing.
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