I do that with 90% of my stocks but that is through a 401k Fidelity brokerage account and they do not allow anything non-pink current. I have an etrade, TD, and Charles schwab account for my non-pink purchases. Good to have multiple accounts so you never get left out of a stock.
Just a thought...you might want to buy penny shares in a RothIRA where all gains are tax free. It's where I have my shares of multiple penny stocks