1. Cook penne according to package directions, reserving 1 cup pasta water; drain.
2. Meanwhile, pat shrimp dry and season with salt and pepper to taste. Heat 1 tablespoon 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.
3. Return skillet to stove and heat remaining oil over medium heat. Add garlic, onion and fennel; season with salt and pepper to taste; and cook until golden brown, about 5 minutes. Stir in wine, scraping the bottom of skillet. Stir in tomatoes and simmer 5 minutes. Stir in olives, shrimp and penne, adding reserved pasta water as needed to loosen sauce. Sprinkle with feta and oregano.