Tour
v487
PEN
PENUMBRA INC
$323.02
+0.57%
Option Volume
Detail
Current (08/03)
482
Calls:
12
(2%)
Puts:
470
(98%)
Prior (07/31)
70
Calls:
10
(14%)
Puts:
60
(86%)
Current vs Prior
+588.57%
Calls:
+20.00%
(Calls)
Puts:
+683.33%
(Puts)
Prior 7-Day Total
2,272
Calls:
393
(17%)
Puts:
1,879
(83%)
Prior 7-Day Average
324
Calls:
56
(17%)
Puts:
268
(83%)
Current vs Prior 7-Day Avg
+48.50%
Calls:
-78.63%
Puts:
+75.09%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/03)
$5.70M
Calls:
$32.7K
(1%)
Puts:
$5.67M
(99%)
Prior (07/31)
$463.5K
Calls:
$9.7K
(2%)
Puts:
$453.9K
(98%)
Current vs Prior
+1129.43%
Calls:
+238.61%
Puts:
+1148.39%
Prior 7-Day Total
$29.04M
Calls:
$108.0K
(0%)
Puts:
$28.93M
(100%)
Prior 7-Day Average
$4.15M
Calls:
$15.4K
(0%)
Puts:
$4.13M
(100%)
Current vs Prior 7-Day Avg
+37.38%
Calls:
+112.05%
Puts:
+37.10%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/03)
39.17
Prior (07/31)
6.00
Current vs Prior
+552.78%
Prior 7-Day Average
4.22
Current vs Prior 7-Day Avg
+827.11%
Sentiment
BEARISH
Open Interest
Detail
Current (08/03)
11,990
Calls:
3,647
(30%)
Puts:
8,343
(70%)
Prior (07/31)
472
Calls:
--
(0%)
Puts:
472
(100%)
Current vs Prior
+2440.25%
Prior 7-Day Total
8,485
Calls:
137
(2%)
Puts:
8,348
(98%)
Prior 7-Day Average
1,212
Calls:
34
(3%)
Puts:
1,192
(97%)
Current vs Prior 7-Day Avg
+889.16%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)
Current
6.18% | 11.76%
Prior
5.96% | 13.89%
Current vs Prior
+3.59% | -15.28%
Prior 7-Day Avg
6.19% | 12.92%
Current vs 7-Day Avg
-0.26% | -8.91%
Prior 7-Day Eod
5.96% | 13.89%
Current vs 7-Day Eod
+3.59% | -15.28%
Sentiment
BEARISH
Relative Spread
Detail
Expiry | Next
Current
41.34% | 81.02%
Calls:
-- | --
Puts:
41.34% | 37.04%
Prior
133.51% | 88.60%
Calls:
149.21% | 94.74%
Puts:
117.81% | 82.46%
Current vs Prior
-69.04% | -8.56%
Prior 7-Day Avg
133.51% | 88.60%
Calls:
149.21% | 94.74%
Puts:
117.81% | 82.46%
Current vs 7-Day Avg
-69.04% | -8.56%
Liquidity
Expensive
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AI Insights
Strong bearish conviction with 99% of dollar volume in puts ($5.67M) vs calls ($32.7K). Massive premium surge with dollar volume up 1129% vs prior. Unusually high activity with volume up 589% vs prior - elevated interest. Extreme bearish P/C ratio of 39.17 - heavy put buying.
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
12
Total Puts
470
Put/Call Ratio
39.17
Net Difference
-458
Prior's Put/Call Breakdown
Total Calls
10
Total Puts
60
Put/Call Ratio
6.00
Net Difference
-50
Prior 7-Day Put/Call Summary
Total Calls
393
Total Puts
1,879
Average Put/Call Ratio
4.22
Ratio Trend
Rising
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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