Penumbra, Inc. (PEN) Options History
Historical options analytics archive for PEN with monthly max pain, implied volatility, gamma exposure, and put/call data.
123 months of complete options data available.
PEN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PEN. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 13 | 164.4% | 32.9% | $340.00 | -$2.1M | $100.9M | 6.66 |
| 2026-05 | 18 | 201.6% | 40.4% | $340.00 | -$3.2M | $106.1M | 29.54 |
| 2026-04 | 16 | 293.0% | 60.3% | $330.00 | -$561.1K | $39.2M | 8.23 |
| 2026-03 | 22 | 76.0% | 22.3% | $230.00 | $147.5K | $41.2M | 2.54 |
| 2026-02 | 19 | 14.7% | 3.7% | $340.00 | $205.3K | $5.6M | 2.49 |
| 2026-01 | 20 | 32.7% | 18.9% | $330.00 | $1.4M | -$55.6M | 2.54 |
This archive aggregates PEN's daily end-of-day options snapshots into monthly summaries, spanning 2016-04 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how PEN option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 164.4%, a month-end max-pain strike around $340.00, an average put/call ratio of 6.66.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PEN history questions
- How much options history is available for PEN?
- This archive holds 123 months of PEN options analytics, spanning 2016-04 through 2026-06. Each entry is a monthly rollup of PEN's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the PEN archive.
- What data does each monthly PEN aggregate contain?
- Every monthly row summarizes that month of PEN option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 164.4%, an average IV rank of 32.9%, a month-end max-pain strike around $340.00, an average put/call ratio of 6.66.
- How is the PEN options-history archive built and how often does it update?
- The archive is derived from PEN's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how PEN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.