PENNYSESurgical & Medical Instruments & Apparatus

Penumbra Inc (PEN) earnings date, market-implied expected move, and options open interest by expiry

318.51

−3.47 · −1.08%

post 319.59 +0.34%

Closed16:59 ET

Open317.01Volume497,747Mkt cap$12.6BP/E80.10EPS3.99

Day317.01 – 322.1051%52-wk221.26 – 362.4170%

PEN

Penumbra Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 14

before open · in 76 days

est.Q4 FY26

Calendar

Next report

Last report

Oct 29

after close

confirmedOct 29 close

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+6.69%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

452 managers

Top fund weight

2.54%

PEN weight · EVNT

N-PORTAug 31 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Penumbra (PEN) is expected to report on Jan 14 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Jul 30 '26confirmed—▲+0.43%—

quarterimplied−5%0+5%realized×

Q2 FY26—▲+0.43%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 5 expiries · Oct 19 close

1.70OI · 5 expiries · Oct 19 closeP/C open interest · Jan 15 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

1,608+1%Nov 2021d9.871630%9.87

3,340+3%Dec 1849d2.531,3180%2.53

report · Jan 14 · before open · est.

2,800+1%Jan 1577d1,6480%

2210%Mar 19140d4.80460%4.80

31+29%Apr 16168d2.82110%2.82

ExpiryPutsCallsP/C

Nov 2021d1,608+1%1630%9.87

Dec 1849d3,340+3%1,3180%2.53

report · Jan 14 · before open · est.

Jan 1577d2,800+1%1,6480%1.70

Mar 19140d2210%460%4.80

Apr 16168d31+29%110%2.82

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

10.31%as filednet margin · revenue +5.15% QoQ · +15.64% YoY

Revenue

$410M+5.15% QoQ

Gross profit

$280M+5.80% QoQ

68.34% margin

Operating income

$51M+23.64% QoQ

12.37% margin

Pre-tax income

$56M+21.93% QoQ

Net income

$42M+21.45% QoQ

10.31% margin

Cost of revenue

$130M+3.79% QoQ

Operating expenses

$230M+2.53% QoQ

SG&A $204M

R&D $25M

Tax

$14M+23.39% QoQ

Other income

$6M+8.33% QoQ

Revenue$410M+5.15%

Gross profit

$280M+5.80%

68.34% margin

Operating income

$51M+23.64%

12.37% margin

Pre-tax income

$56M+21.93%

Net income

$42M+21.45%

10.31% margin

Cost of revenue

$130M+3.79%

Operating expenses

$230M+2.53%

SG&A $204M

R&D $25M

Other income$6M+8.33%

Tax$14M+23.39%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:45 ET

Intraday

Event sensitivity

FOMC ×1.52· ±2.1% vs ±1.4% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.1%12 of 24×1.52

GDPgross domestic product±1.5%8 of 19×1.05

CPIconsumer prices±0.9%6 of 11×0.66

CPROFcorporate profits±0.8%5 of 12×0.58

PCEpersonal income & outlays±0.7%10 of 19×0.52

PPIproducer prices±0.6%8 of 11×0.45

NFPjobs report±0.5%3 of 10×0.38

Bar = avg |move| to ±3% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 1.07 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	1.07	—
Q2 FY26	Jul 30 '26 · confirmed	0.88	—
Q1 FY26	—	0.82	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod