1. Pat shrimp dry and season with salt and pepper. Heat 1 Tbsp oil in a large skillet over medium-high heat. Add shrimp and cook until pink in the middle, about 3 minutes. Transfer shrimp to a plate and set aside.
2. Return skillet to stove and heat remaining oil over medium heat. Add garlic, onion, and fennel and cook until golden brown, about 5 minutes.
3. Stir in wine, scraping bottom of skillet. Stir in tomatoes and simmer 5 minutes.
4. Stir in olives, shrimp and penne, adding water as needed to loosen sauce.
5. Sprinkle with feta and oregano.