Tour
v477
PEN
PENUMBRA INC
$321.19
+0.43%
Option Volume
Detail
Current (07/31)
70
Calls:
10
(14%)
Puts:
60
(86%)
Prior (07/30)
57
Calls:
8
(14%)
Puts:
49
(86%)
Current vs Prior
+22.81%
Calls:
+25.00%
(Calls)
Puts:
+22.45%
(Puts)
Prior 7-Day Total
2,275
Calls:
385
(17%)
Puts:
1,890
(83%)
Prior 7-Day Average
325
Calls:
55
(17%)
Puts:
270
(83%)
Current vs Prior 7-Day Avg
-78.46%
Calls:
-81.82%
Puts:
-77.78%
Sentiment
BEARISH
Dollar Volume
Detail
Current (07/31)
$463.5K
Calls:
$9.7K
(2%)
Puts:
$453.9K
(98%)
Prior (07/30)
$554.1K
Calls:
$2.1K
(0%)
Puts:
$552.0K
(100%)
Current vs Prior
-16.35%
Calls:
+361.76%
Puts:
-17.78%
Prior 7-Day Total
$29.68M
Calls:
$98.8K
(0%)
Puts:
$29.58M
(100%)
Prior 7-Day Average
$4.24M
Calls:
$14.1K
(0%)
Puts:
$4.23M
(100%)
Current vs Prior 7-Day Avg
-89.07%
Calls:
-31.55%
Puts:
-89.26%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (07/31)
6.00
Prior (07/30)
6.12
Current vs Prior
-2.04%
Prior 7-Day Average
4.22
Current vs Prior 7-Day Avg
+42.03%
Sentiment
BEARISH
Open Interest
Detail
Current (07/31)
472
Calls:
--
(0%)
Puts:
472
(100%)
Prior (07/30)
831
Calls:
116
(14%)
Puts:
715
(86%)
Current vs Prior
-43.20%
Prior 7-Day Total
8,278
Calls:
137
(2%)
Puts:
8,141
(98%)
Prior 7-Day Average
1,182
Calls:
34
(3%)
Puts:
1,163
(97%)
Current vs Prior 7-Day Avg
-60.09%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)
Current
5.96% | 13.89%
Prior
10.69% | 14.57%
Current vs Prior
-44.24% | -4.70%
Prior 7-Day Avg
6.20% | 12.92%
Current vs 7-Day Avg
-3.80% | +7.50%
Prior 7-Day Eod
10.69% | 14.57%
Current vs 7-Day Eod
-44.24% | -4.70%
Sentiment
BULLISH
Relative Spread
Detail
Expiry | Next
Current
133.51% | 88.60%
Calls:
149.21% | 94.74%
Puts:
117.81% | 82.46%
Prior
133.51% | 88.60%
Calls:
149.21% | 94.74%
Puts:
117.81% | 82.46%
Current vs Prior
+0.00% | +0.00%
Prior 7-Day Avg
133.51% | 88.60%
Calls:
149.21% | 94.74%
Puts:
117.81% | 82.46%
Current vs 7-Day Avg
+0.00% | +0.00%
Liquidity
Expensive
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AI Insights
Strong bearish conviction with 98% of dollar volume in puts ($453.9K) vs calls ($9.7K). Extreme bearish P/C ratio of 6.00 - heavy put buying. Declining open interest (down 43%) indicates positions being closed.
Smart Money
BEARISH
Retail Flow
BEARISH
Overall
BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BEARISH
Prior
BEARISH
7-Day Avg
BEARISH
Current
BEARISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
Current 5-Minute Volume Snapshots
| Time (HH:MM) | Total Volume | Call Volume | Put Volume | Volume Change |
|---|---|---|---|---|
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Prior's 5-Minute Volume Snapshots
| Time (HH:MM) | Total Volume | Call Volume | Put Volume | Volume Change |
|---|---|---|---|---|
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Current Put/Call Breakdown
Total Calls
10
Total Puts
60
Put/Call Ratio
6.00
Net Difference
-50
Prior's Put/Call Breakdown
Total Calls
8
Total Puts
49
Put/Call Ratio
6.12
Net Difference
-41
Prior 7-Day Put/Call Summary
Total Calls
385
Total Puts
1,890
Average Put/Call Ratio
4.22
Ratio Trend
Falling
Daily Put/Call History (Last 7 Days)
| Date | Calls | Puts | Ratio | Net Diff |
|---|---|---|---|---|
| Loading data... | ||||
Upcoming Earnings - 2 Weeks Prior
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Upcoming Earnings - 1 Week Prior
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Earnings This Week
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Earnings - Day Before / Day After
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Options Activity Around Earnings
| Ticker | Earnings Date | Days Away | Call Volume | Put Volume | IV Rank |
|---|---|---|---|---|---|
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