Penny received her dance training from The Harid Conservatory, The School of American Ballet, Central Pennsylvania Youth Ballet, The Princeton Ballet in addition to private seminars with Elisabeth Carroll. In 1995 Penny began her professional career with The American Repertory Ballet under the directorship of Septime Webre. Penny also danced with Ballet Arizona, was a guest artist with The Washington Ballet and the Georgia Ballet, has toured extensively with MOMIX Dance Theater, and was a founding member of Cedar Lake Ensemble in New York City before joining Hubbard Street in November 2004.