Penumbra Inc. (PEN) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Penumbra Inc.

NYSE: PEN · Real-Time Price · USD
253.30
4.10 (1.65%)
At close: Sep 26, 2025, 3:59 PM
252.76
-0.21%
After-hours: Sep 26, 2025, 06:23 PM EDT

Penumbra Greeks

Delta, Gamma, Theta, and Vega Greek Charts for PEN options.

Delta Table

Strike Price Delta Gamma Theta Vega
135.00 0.9485 0.0012 -0.2078 0.0868
140.00 0.9462 0.0014 -0.2054 0.0902
145.00 0.9376 0.0016 -0.2262 0.1020
150.00 0.9328 0.0017 -0.2297 0.1082
155.00 0.9351 0.0018 -0.208 0.1052
160.00 0.9249 0.0021 -0.2272 0.1186
165.00 0.9231 0.0024 -0.218 0.1210
170.00 0.9213 0.0026 -0.2088 0.1233
175.00 0.9067 0.0030 -0.2322 0.1414
180.00 0.9012 0.0034 -0.2293 0.1479
185.00 0.8937 0.0038 -0.2293 0.1568
190.00 0.8841 0.0044 -0.2316 0.1678
195.00 0.8633 0.0051 -0.2529 0.1911
200.00 0.8614 0.0056 -0.2342 0.1929
210.00 0.8317 0.0076 -0.2352 0.2239
220.00 0.7616 0.0107 -0.2713 0.2886
230.00 0.6641 0.0152 -0.3022 0.3632
240.00 0.5022 0.0210 -0.3414 0.4595
250.00 0.2723 0.0271 -0.3649 0.5445
260.00 -0.0163 0.0299 -0.3657 0.5785
270.00 -0.2979 0.0276 -0.3327 0.5376
280.00 -0.545 0.0229 -0.2576 0.4365
290.00 -0.6838 0.0164 -0.2199 0.3437
300.00 -0.7947 0.0118 -0.1571 0.2545
310.00 -0.8636 0.0076 -0.114 0.1797
320.00 -0.9165 0.0051 -0.066 0.1212
330.00 -0.9388 0.0031 -0.0478 0.0877
340.00 -0.9516 0.0025 -0.0358 0.0729
350.00 -0.9515 0.0022 -0.0418 0.0730
360.00 -0.9581 0.0019 -0.0352 0.0648
370.00 -0.9593 0.0017 -0.0376 0.0634
380.00 -0.962 0.0016 -0.036 0.0599
390.00 -0.9628 0.0015 -0.0377 0.0597
400.00 -0.9618 0.0015 -0.0431 0.0630
410.00 -0.9611 0.0015 -0.0478 0.0650
420.00 -0.9624 0.0015 -0.0478 0.0642
430.00 -0.9603 0.0015 -0.0562 0.0675
440.00 -0.9616 0.0014 -0.0558 0.0663