Tour v477
PEN
PENUMBRA INC
$321.19 +0.43%
7/31 18:59

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

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls
💧 Low Volume

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. -- found (avg delta --, highest --)

No options available for this category

Most actively traded options today. High liquidity = easy entry/exit. -- active (total vol --, top --)

No options available for this category

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. -- found (best R:R --, avg --)

No setups found for this strategy

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. -- found (best R:R --, avg --)

No setups found for this strategy

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. -- found (cheapest --% of stock, avg --%)

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. -- found (cheapest --% of stock, avg --%)

No strangle setups found

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. -- found (best R:R --, avg credit $--)

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. -- found (best R:R --, cheapest $--)

No setups found for this strategy

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. -- found (best net $--, -- credits)

No setups found for this strategy

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. -- found (best yield --%, avg --%)

No covered call setups found

Historical option prices for this thinly-traded ticker. Live quotes are wide and stale — use where each contract actually traded plus its 30-day range to place a limit order. 155 contracts (avg 163 vol/day, 151 traded recently)

PEN averages only 163 option contracts/day, so quotes are thin and bid/ask spreads run wide. Use the last actually-traded price below to set a limit order rather than chasing the displayed ask. Most tradeable put: the $380.00 01-15 put last traded $205.80 on 07/24 (now $190.00/$200.00) — try a limit near $195.00.
CALLS (57)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$320.00Aug 21$0.00$6.50$3.25$8.30 07/22$1.50–$10.00$3.25--
$320.00Jan 15$5.90$35.90$20.90$8.50 07/13$3.53–$20.90$8.50--
$320.00Mar 19$3.60$33.60$18.60$6.80 07/14$6.00–$18.60$6.80--
$320.00Jun 17$5.00$305.00$155.00$14.00 06/15$7.00–$155.00$14.00--
$320.00Dec 17$0.00$300.00$150.00$20.00 06/09$11.00–$150.00$20.00--
$330.00Aug 21$0.00$4.00$2.00$4.50 06/02$1.00–$15.00$2.00--
$330.00Sep 18$0.00$6.00$3.00$6.20 07/23$3.00–$15.10$3.00--
$330.00Oct 16$0.00$10.00$5.00$5.00 06/04$2.50–$10.00$5.00--
$330.00Dec 18$0.00$20.00$10.00$6.00 06/04$3.00–$15.60$6.00--
$330.00Jan 15$0.00$20.00$10.00$10.20 07/09$1.85–$10.00$10.00--
$330.00Mar 19$0.80$30.80$15.80$5.00 07/15$5.00–$15.80$5.00--
$310.00Aug 21$0.50$30.50$15.50$12.72 07/09$10.00–$16.70$12.72--
$310.00Sep 18$9.20$39.20$24.20$12.50 06/23$8.50–$24.20$12.50--
$310.00Oct 16$9.70$39.70$24.70$18.20 06/01$12.00–$24.70$18.20--
$310.00Jan 15$11.50$41.50$26.50$19.90 06/01$9.75–$26.50$19.90--
$310.00Mar 19$6.40$36.40$21.40$12.40 06/23$12.00–$21.60$12.40--
$340.00Aug 21$0.00$4.00$2.00$3.60 07/22$0.50–$15.00$2.00--
$340.00Sep 18$0.00$4.30$2.15$7.00 07/21$1.75–$15.00$2.15--
$340.00Oct 16$0.00$6.00$3.00$2.50 06/15$1.00–$10.00$2.50--
$340.00Dec 18$0.00$20.00$10.00$3.00 06/04$4.00–$15.00$3.00--
$340.00Jan 15$0.00$19.90$9.95$8.20 07/09$3.80–$15.00$8.20--
$340.00Mar 19$0.00$30.00$15.00$11.90 06/02$5.00–$15.00$11.90--
$340.00Jun 17$0.00$300.00$150.00$18.40 06/01$5.00–$150.00$18.40--
$300.00Dec 18$11.30$41.30$26.30$26.50 06/12$19.40–$26.30$26.30--
$350.00Oct 16$0.00$4.00$2.00$3.50 05/29$0.98–$10.00$2.00--
$350.00Jan 15$0.00$19.90$9.95$6.70 06/24$1.75–$15.00$6.70--
$350.00Mar 19$0.00$30.00$15.00$6.00 07/06$5.00–$15.00$6.00--
$350.00Dec 17$0.00$300.00$150.00$4.00 06/01$6.00–$150.00$4.00--
$360.00Oct 16$0.00$2.40$1.20$2.20 07/09$0.90–$5.00$1.20--
$360.00Dec 18$0.00$5.50$2.75$2.50 06/04$1.50–$15.00$2.50--
$360.00Jan 15$0.00$19.90$9.95$1.13 07/24$1.50–$15.00$1.13--
$370.00Oct 16$0.00$2.00$1.00$1.03 07/24$0.38–$5.00$1.00--
$370.00Dec 18$0.00$4.00$2.00$12.50 06/01$1.00–$15.00$2.00--
$370.00Jan 15$0.00$30.00$15.00$4.90 07/20$1.25–$15.00$4.90--
$380.00Oct 16$0.00$30.00$15.00$5.00 07/24$0.50–$15.00$5.00--
$380.00Dec 18$0.00$2.50$1.25$0.05 07/24$0.03–$5.00$0.05--
$380.00Jan 15$0.00$3.00$1.50$0.05 07/24$0.80–$9.95$0.05--
$390.00Oct 16$0.00$30.00$15.00$3.46 07/24$0.25–$15.00$3.46--
$390.00Dec 18$0.00$1.50$0.75$0.35 07/24$0.25–$5.00$0.35--
$390.00Jan 15$0.00$3.00$1.50$5.00 07/20$0.40–$9.95$1.50--
$400.00Dec 18$0.00$2.00$1.00$5.80 07/02$0.30–$10.00$1.00--
$400.00Jan 15$0.00$1.00$0.50$0.05 07/24$0.28–$5.00$0.05--
$410.00Sep 18$0.00$10.00$5.00$2.25 06/01$1.13–$15.00$2.25--
$410.00Nov 20$0.00$2.00$1.00$4.60 06/01$0.50–$10.00$1.00--
$410.00Dec 18$0.00$2.00$1.00$8.60 06/01$0.25–$10.00$1.00--
$410.00Jan 15$0.00$2.00$1.00$0.45 07/15$0.25–$5.00$0.45--
$420.00Dec 18$0.00$1.50$0.75$8.00 06/01$0.30–$15.00$0.75--
$440.00Oct 16$0.00$30.00$15.00$5.00 07/20$1.00–$15.00$5.00--
$440.00Nov 20$0.00$2.00$1.00$3.60 06/01$1.00–$15.00$1.00--
$450.00Aug 21$0.00$30.00$15.00$0.10 06/01$3.40–$15.00$0.10--
$450.00Oct 16$0.00$0.10$0.05$0.05 07/24$0.05–$10.00$0.05--
$470.00Nov 20$0.00$30.00$15.00$3.00 06/01$3.40–$15.00$3.00--
$470.00Dec 18$0.00$3.10$1.55$3.10 06/01$1.55–$5.00$1.55--
$480.00Oct 16$0.00$30.00$15.00$0.05 07/24$0.20–$15.00$0.05--
$490.00Oct 16$0.00$30.00$15.00$0.50 06/01$0.20–$15.00$0.50--
$490.00Dec 18$0.00$30.00$15.00$5.90 06/01$3.40–$15.00$5.90--
$500.00Jan 15$0.00$3.80$1.90$0.05 07/23$0.20–$5.00$0.05--
PUTS (98)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$320.00Nov 20$83.50$113.50$98.50$88.30 07/15$84.00–$98.50$88.30--
$320.00Dec 18$100.40$148.40$124.40$108.65 07/07$96.00–$124.40$108.65--
$320.00Jan 15$112.60$160.60$136.60$135.20 07/24$116.00–$145.70$135.20--
$330.00Aug 21$0.90$30.90$15.90$24.19 07/20$9.95–$40.00$15.90--
$330.00Sep 18$19.60$49.60$34.60$40.00 07/07$27.80–$56.70$34.605
$330.00Dec 18$103.70$151.70$127.70$115.00 07/16$105.00–$127.70$115.00--
$330.00Jan 15$117.90$165.90$141.90$140.28 07/24$124.00–$145.95$140.28--
$330.00Mar 19$116.70$164.70$140.70$139.90 07/16$132.00–$151.40$139.9049
$330.00Jun 17$26.60$326.60$176.60$133.25 07/17$136.00–$176.80$133.25--
$310.00Aug 21$0.00$30.00$15.00$8.00 07/14$5.00–$27.00$8.00--
$310.00Sep 18$6.60$36.60$21.60$34.10 07/24$19.80–$41.30$21.60--
$310.00Nov 20$76.20$96.00$86.10$84.00 07/08$75.65–$89.30$84.00--
$310.00Dec 18$100.00$130.00$115.00$90.00 07/20$87.00–$115.00$100.00--
$310.00Jan 15$100.10$148.10$124.10$115.00 07/21$106.00–$124.10$115.00--
$310.00Jun 17$17.60$317.60$167.60$126.20 07/20$118.00–$167.60$126.20--
$340.00Oct 16$74.10$93.90$84.00$80.00 05/29$77.00–$85.00$80.00--
$340.00Nov 20$102.10$121.90$112.00$101.00 07/09$103.00–$116.20$102.10--
$340.00Jan 15$125.10$173.10$149.10$148.28 07/24$134.00–$152.00$148.28--
$300.00Aug 21$0.00$30.00$15.00$15.00 07/07$4.90–$23.00$15.00--
$300.00Sep 18$5.70$35.70$20.70$40.00 06/18$19.30–$38.20$20.70--
$300.00Oct 16$25.50$55.50$40.50$57.00 07/20$40.10–$57.00$40.50128
$300.00Nov 20$67.20$97.20$82.20$75.00 07/08$70.30–$82.20$75.00--
$300.00Dec 18$86.20$102.00$94.10$93.80 07/24$74.10–$97.30$93.80--
$300.00Jan 15$100.10$148.10$124.10$108.30 07/20$103.15–$124.10$108.30--
$300.00Mar 19$100.30$148.30$124.30$114.00 07/01$111.75–$125.00$114.00--
$300.00Jun 17$13.80$313.80$163.80$112.25 06/17$112.05–$163.80$112.25--
$300.00Dec 17$14.00$314.00$164.00$103.00 06/09$116.00–$165.00$103.00--
$350.00Aug 21$13.20$43.20$28.20$42.00 07/20$27.10–$59.00$28.20--
$350.00Oct 16$77.60$107.60$92.60$91.00 06/01$87.00–$94.00$91.00--
$350.00Dec 18$123.20$171.20$147.20$130.90 07/20$124.00–$148.10$130.90--
$290.00Aug 21$0.00$30.00$15.00$13.80 07/07$4.75–$22.00$13.80--
$290.00Sep 18$8.10$27.90$18.00$35.00 06/18$15.00–$34.55$18.00--
$290.00Nov 20$64.10$83.90$74.00$71.20 07/20$63.70–$76.30$71.20--
$290.00Dec 18$74.10$104.10$89.10$88.00 07/24$78.00–$93.00$88.00--
$290.00Jan 15$90.60$120.60$105.60$93.00 06/03$93.45–$106.00$93.00--
$290.00Jun 17$10.50$310.50$160.50$91.00 06/08$103.05–$160.50$91.00--
$290.00Dec 17$10.70$310.70$160.70$101.00 06/03$108.00–$161.70$101.00--
$360.00Aug 21$28.10$58.10$43.10$52.00 07/20$40.00–$69.00$43.10--
$360.00Sep 18$41.20$71.20$56.20$77.40 07/20$54.80–$85.20$56.20--
$360.00Oct 16$94.20$114.00$104.10$96.00 07/22$97.00–$104.10$96.00--
$360.00Nov 20$122.10$141.90$132.00$106.90 07/24$122.00–$134.50$122.10--
$360.00Dec 18$132.90$180.90$156.90$142.00 07/20$134.00–$157.90$142.00--
$360.00Jan 15$144.80$192.80$168.80$164.25 07/24$152.00–$168.80$164.25--
$360.00Mar 19$150.70$198.70$174.70$174.00 07/20$160.00–$175.60$174.00--
$360.00Jun 17$42.30$342.30$192.30$171.00 07/20$164.00–$192.90$171.00--
$280.00Aug 21$0.00$20.00$10.00$12.00 07/07$4.10–$21.00$10.00--
$280.00Sep 18$3.50$33.50$18.50$16.76 07/23$10.18–$31.65$16.76--
$280.00Oct 16$36.10$55.90$46.00$39.10 06/23$40.60–$47.00$39.10--
$280.00Mar 19$92.40$112.20$102.30$99.00 07/14$92.35–$104.00$99.00--
$280.00Jun 17$7.70$307.70$157.70$90.00 06/17$94.00–$157.70$90.00--
$280.00Dec 17$7.70$307.70$157.70$98.00 06/22$94.00–$158.60$98.00--
$370.00Oct 16$114.00$153.60$133.80$111.57 07/24$106.00–$133.80$114.00--
$370.00Nov 20$132.10$151.90$142.00$116.80 07/24$132.00–$144.20$132.10--
$370.00Dec 18$142.70$190.70$166.70$158.00 07/22$143.00–$167.70$158.00--
$370.00Jan 15$149.70$197.70$173.70$169.55 07/20$162.00–$177.50$169.55--
$270.00Aug 21$0.00$30.00$15.00$10.00 07/07$3.95–$19.00$10.00--
$270.00Sep 18$6.10$25.90$16.00$16.00 07/08$11.58–$28.75$16.00--
$270.00Oct 16$30.10$49.90$40.00$35.00 07/21$37.25–$43.00$35.00--
$270.00Nov 20$50.10$69.90$60.00$61.00 07/23$52.70–$61.00$60.00--
$270.00Jan 15$68.90$98.90$83.90$62.20 06/01$77.15–$89.00$68.90--
$270.00Mar 19$76.70$106.70$91.70$87.10 07/16$82.75–$95.00$87.10--
$270.00Jun 17$0.00$300.00$150.00$85.00 06/17$84.80–$153.90$85.0015
$270.00Dec 17$0.00$150.00$75.00$88.00 06/22$75.00–$154.10$75.00--
$380.00Aug 21$43.40$73.40$58.40$70.30 07/13$57.70–$88.00$58.40--
$380.00Sep 18$64.40$94.40$79.40$97.30 07/20$78.40–$105.10$79.40--
$380.00Oct 16$124.00$163.40$143.70$124.50 07/24$116.00–$143.75$124.50--
$380.00Nov 20$133.70$181.70$157.70$140.00 07/21$142.00–$157.70$140.00--
$380.00Dec 18$152.40$200.40$176.40$169.85 07/24$153.00–$177.50$169.85--
$380.00Jan 15$190.00$200.00$195.00$205.80 07/24$172.00–$195.00$195.00200
$380.00Mar 19$192.50$240.00$216.25--$213.30–$216.25$192.5024
$260.00Aug 21$0.00$30.00$15.00$2.00 07/13$0.85–$18.00$2.00--
$260.00Sep 18$2.10$32.10$17.10$21.80 06/25$9.95–$26.80$17.10--
$260.00Oct 16$16.40$46.40$31.40$26.10 06/01$31.40–$39.00$26.10--
$260.00Nov 20$44.10$63.90$54.00$55.20 07/23$46.00–$55.00$54.00--
$260.00Dec 18$51.80$81.80$66.80$63.00 07/21$58.20–$70.00$63.00--
$260.00Jan 15$62.00$92.00$77.00$76.75 06/18$70.00–$80.00$76.75--
$260.00Dec 17$2.80$302.80$152.80$78.00 06/03$50.00–$152.80$78.00--
$390.00Aug 21$60.10$79.80$69.95$81.70 07/14$68.20–$98.00$69.95--
$390.00Sep 18$73.30$103.30$88.30$107.20 07/20$83.90–$115.05$88.30--
$390.00Oct 16$134.00$173.30$153.65$134.00 07/24$126.00–$153.70$134.00--
$390.00Nov 20$150.10$169.90$160.00$154.00 07/07$152.00–$163.80$154.00--
$390.00Dec 18$162.60$210.60$186.60$178.18 07/24$163.00–$186.60$178.18--
$390.00Jan 15$175.80$223.80$199.80$186.00 07/20$182.00–$209.00$186.00--
$390.00Mar 19$179.40$227.40$203.40$203.10 07/21$188.00–$204.60$203.10--
$250.00Aug 21$0.00$30.00$15.00$0.40 07/20$3.75–$15.00$0.40--
$250.00Sep 18$2.05$21.90$11.98$18.10 06/18$9.95–$23.35$11.98--
$250.00Oct 16$20.10$39.90$30.00$20.00 06/18$29.00–$35.00$20.10--
$250.00Nov 20$34.40$64.40$49.40$50.00 07/23$41.70–$54.00$49.40--
$250.00Dec 18$45.20$75.20$60.20$58.00 07/21$51.30–$63.00$58.00--
$250.00Jan 15$56.30$86.30$71.30$66.75 06/16$62.00–$71.95$66.752
$400.00Sep 18$81.30$111.30$96.30$117.10 07/20$93.20–$125.00$96.30--
$400.00Oct 16$134.10$153.90$144.00$137.00 06/01$136.00–$144.00$137.00--
$400.00Nov 20$148.70$196.70$172.70$162.00 07/16$161.00–$172.70$162.00--
$400.00Dec 18$172.20$220.20$196.20$186.00 07/22$173.00–$197.40$186.00--
$400.00Jan 15$179.70$227.70$203.70$207.00 07/24$192.00–$206.50$203.70--
$420.00Jan 15$200.20$272.10$236.15--$236.15–$236.15$200.2023
$220.00Dec 18$26.10$56.10$41.10--$41.10–$41.10$26.1013
$220.00Jan 15$38.10$68.10$53.10--$53.10–$53.10$38.1013

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
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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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Chart Title

Price — Past 7 Days

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