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

Penumbra Inc.

NYSE: PEN · Real-Time Price · USD
256.00
2.51 (0.99%)
At close: Oct 03, 2025, 3:59 PM
256.06
0.02%
After-hours: Oct 03, 2025, 06:29 PM EDT

Penumbra Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
135.00 0.9638 0.0008 -0.3085 0.0400
140.00 0.9620 0.0008 -0.3062 0.0416
145.00 0.9601 0.0009 -0.3039 0.0434
150.00 0.9580 0.0010 -0.3012 0.0452
155.00 0.9558 0.0011 -0.2985 0.0471
160.00 0.9526 0.0012 -0.3014 0.0498
165.00 0.9500 0.0014 -0.2982 0.0520
170.00 0.9458 0.0015 -0.303 0.0554
175.00 0.9409 0.0017 -0.31 0.0593
180.00 0.9404 0.0018 -0.2898 0.0597
185.00 0.9367 0.0021 -0.2854 0.0626
190.00 0.9327 0.0023 -0.2808 0.0656
195.00 0.9192 0.0027 -0.3147 0.0755
200.00 0.9220 0.0030 -0.2753 0.0735
210.00 0.8985 0.0040 -0.2999 0.0894
220.00 0.8870 0.0054 -0.2636 0.0966
230.00 0.7886 0.0133 -0.3622 0.1744
240.00 0.6583 0.0252 -0.3811 0.2551
250.00 0.3448 0.0383 -0.4977 0.3637
260.00 -0.0705 0.0423 -0.5343 0.4003
270.00 -0.4232 0.0337 -0.4824 0.3434
280.00 -0.6442 0.0232 -0.3968 0.2608
290.00 -0.6984 0.0167 -0.4452 0.2357
300.00 -0.7478 0.0128 -0.455 0.2086
310.00 -0.781 0.0102 -0.4634 0.1888
320.00 -0.8489 0.0077 -0.3471 0.1429
330.00 -0.8298 0.0071 -0.4566 0.1567
340.00 -0.8424 0.0062 -0.466 0.1480
350.00 -0.8588 0.0054 -0.4516 0.1362
360.00 -0.8595 0.0049 -0.4896 0.1356
370.00 -0.8632 0.0045 -0.5125 0.1328
380.00 -0.8692 0.0041 -0.5216 0.1284
390.00 -0.8751 0.0039 -0.5264 0.1238
400.00 -0.8777 0.0036 -0.5441 0.1219
410.00 -0.8852 0.0033 -0.5332 0.1158
420.00 -0.8843 0.0032 -0.5644 0.1166
430.00 -0.8896 0.0029 -0.5593 0.1123
440.00 -0.8909 0.0028 -0.5756 0.1113