Tour
v490
PEN
PENUMBRA INC
$324.22
+0.37%
Option Volume
Detail
Current (08/04)
148
Calls:
23
(16%)
Puts:
125
(84%)
Prior (08/03)
482
Calls:
12
(2%)
Puts:
470
(98%)
Current vs Prior
-69.29%
Calls:
+91.67%
(Calls)
Puts:
-73.40%
(Puts)
Prior 7-Day Total
2,577
Calls:
362
(14%)
Puts:
2,215
(86%)
Prior 7-Day Average
368
Calls:
51
(14%)
Puts:
316
(86%)
Current vs Prior 7-Day Avg
-59.80%
Calls:
-55.52%
Puts:
-60.50%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/04)
$1.63M
Calls:
$11.6K
(1%)
Puts:
$1.62M
(99%)
Prior (08/03)
$5.70M
Calls:
$32.7K
(1%)
Puts:
$5.67M
(99%)
Current vs Prior
-71.31%
Calls:
-64.64%
Puts:
-71.35%
Prior 7-Day Total
$33.69M
Calls:
$133.4K
(0%)
Puts:
$33.56M
(100%)
Prior 7-Day Average
$4.81M
Calls:
$19.1K
(0%)
Puts:
$4.79M
(100%)
Current vs Prior 7-Day Avg
-66.03%
Calls:
-39.33%
Puts:
-66.14%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/04)
5.43
Prior (08/03)
39.17
Current vs Prior
-86.12%
Prior 7-Day Average
4.49
Current vs Prior 7-Day Avg
+20.94%
Sentiment
BEARISH
Open Interest
Detail
Current (08/04)
12,210
Calls:
3,657
(30%)
Puts:
8,553
(70%)
Prior (08/03)
11,990
Calls:
3,647
(30%)
Puts:
8,343
(70%)
Current vs Prior
+1.83%
Prior 7-Day Total
20,186
Calls:
3,784
(19%)
Puts:
16,402
(81%)
Prior 7-Day Average
2,883
Calls:
756
(24%)
Puts:
2,343
(76%)
Current vs Prior 7-Day Avg
+323.41%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)
Current
4.01% | 10.80%
Prior
6.18% | 11.76%
Current vs Prior
-35.08% | -8.24%
Prior 7-Day Avg
6.18% | 12.66%
Current vs 7-Day Avg
-35.07% | -14.75%
Prior 7-Day Eod
6.18% | 11.76%
Current vs 7-Day Eod
-35.08% | -8.24%
Sentiment
BULLISH
Relative Spread
Detail
Expiry | Next
Current
41.34% | 79.37%
Calls:
-- | --
Puts:
41.34% | 79.37%
Prior
41.34% | 81.02%
Calls:
-- | --
Puts:
41.34% | 37.04%
Current vs Prior
+0.00% | -2.04%
Prior 7-Day Avg
120.34% | 87.52%
Calls:
149.21% | 99.06%
Puts:
106.89% | 75.97%
Current vs 7-Day Avg
-65.65% | -9.31%
Liquidity
Expensive
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AI Insights
Strong bearish conviction with 99% of dollar volume in puts ($1.62M) vs calls ($11.6K). Light premium activity with dollar volume down 71% vs prior. Below-average activity with volume down 69% vs prior. Extreme bearish P/C ratio of 5.43 - 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
23
Total Puts
125
Put/Call Ratio
5.43
Net Difference
-102
Prior's Put/Call Breakdown
Total Calls
12
Total Puts
470
Put/Call Ratio
39.17
Net Difference
-458
Prior 7-Day Put/Call Summary
Total Calls
362
Total Puts
2,215
Average Put/Call Ratio
4.49
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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