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 |
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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.