PEN Delta Exposure (DEX)

Net delta exposure for Penumbra Inc (PEN) options was -$44.82M per 1% move at the Nov 4, 2026 close. It has been positive on 0 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was -$45.05M.

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Delta Exposure by Strike

Showing results for PEN, 2026-11-20(m), calls & puts

       

Delta Exposure Stats

Showing results for PEN, 2026-11-20(m), calls & puts



Net Delta Exposure by Expiration

Showing results for PEN, 2026-11-20(m), calls & puts. View all expiries

       
Expiration Net DEX Call DEX Put DEX Call Wall Put Wall

PEN Delta Exposure FAQ

What is delta exposure (DEX)?

Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.

Is PEN delta exposure positive or negative?

Penumbra net delta exposure was negative on Nov 4, 2026, at -$44.82M. It has been positive on 0 of the last 20 trading days.

How has PEN delta exposure changed recently?

Penumbra net delta exposure went from -$45.05M on Oct 7, 2026 to -$44.82M on Nov 4, 2026. See the PEN delta exposure history for a longer view.

What is Penumbra Inc?

Domiciled in the US, Penumbra designs, manufactures, and markets an array of thrombectomy and embolization devices and equipment to mechanically remove blood clots.

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