Tour v492
PEN
PENUMBRA INC
$323.21 -0.31%
8/5 19:05

Option Volume

Detail
Current (08/05) 22
Calls: 6 (27%)
Puts: 16 (73%)
Prior (08/04) 148
Calls: 23 (16%)
Puts: 125 (84%)
Current vs Prior -85.14%
Calls: -73.91% (Calls)
Puts: -87.20% (Puts)
Prior 7-Day Total 2,003
Calls: 91 (5%)
Puts: 1,912 (95%)
Prior 7-Day Average 286
Calls: 13 (5%)
Puts: 273 (95%)
Current vs Prior 7-Day Avg -92.31%
Calls: -53.85%
Puts: -94.14%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05) $176.9K
Calls: $31.7K (18%)
Puts: $145.2K (82%)
Prior (08/04) $1.63M
Calls: $11.6K (1%)
Puts: $1.62M (99%)
Current vs Prior -89.18%
Calls: +173.86%
Puts: -91.06%
Prior 7-Day Total $28.37M
Calls: $68.5K (0%)
Puts: $28.30M (100%)
Prior 7-Day Average $4.05M
Calls: $9.8K (0%)
Puts: $4.04M (100%)
Current vs Prior 7-Day Avg -95.64%
Calls: +223.56%
Puts: -96.41%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/05) 2.67
Prior (08/04) 5.43
Current vs Prior -50.93%
Prior 7-Day Average 5.00
Current vs Prior 7-Day Avg -46.67%
Sentiment BEARISH

Open Interest

Detail
Current (08/05) 391
Calls: 83 (21%)
Puts: 308 (79%)
Prior (08/04) 12,210
Calls: 3,657 (30%)
Puts: 8,553 (70%)
Current vs Prior -96.80%
Prior 7-Day Total 31,101
Calls: 7,441 (24%)
Puts: 23,660 (76%)
Prior 7-Day Average 4,443
Calls: 1,240 (27%)
Puts: 3,380 (73%)
Current vs Prior 7-Day Avg -91.20%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 3.71% | 10.83%
Prior 4.01% | 10.80%
Current vs Prior -7.40% | +0.31%
Prior 7-Day Avg 5.94% | 12.41%
Current vs 7-Day Avg -37.51% | -12.76%
Prior 7-Day Eod 4.01% | 10.80%
Current vs 7-Day Eod -7.40% | +0.31%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 41.34% | 79.37%
Calls: -- | --
Puts: 41.34% | 79.37%
Prior 41.34% | 79.37%
Calls: -- | --
Puts: 41.34% | 79.37%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 107.18% | 86.20%
Calls: 149.21% | 99.78%
Puts: 95.96% | 75.53%
Current vs 7-Day Avg -61.43% | -7.92%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 82% of dollar volume in puts ($145.2K) vs calls ($31.7K). Light premium activity with dollar volume down 89% vs prior. Below-average activity with volume down 85% vs prior. Extreme bearish P/C ratio of 2.67 - 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

📈 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. 140 contracts (avg 196 vol/day, 138 traded recently)

PEN averages only 196 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 call: the $330.00 12-18 call last traded $6.00 on 06/04 (now $0.00/$10.00) — try a limit near $5.00. Most tradeable put: the $370.00 11-20 put last traded $134.80 on 07/28 (now $129.00/$139.00) — try a limit near $134.00.
CALLS (54)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$320.00Aug 21$0.00$10.00$5.00$8.30 07/22$1.50–$10.00$5.00--
$320.00Dec 18$4.00$14.00$9.00$10.00 07/28$5.00–$17.50$9.00--
$320.00Jan 15$4.00$14.00$9.00$15.10 07/31$3.53–$20.90$9.00--
$320.00Mar 19$5.00$15.00$10.00$6.80 07/14$7.00–$18.60$6.80--
$320.00Jun 17$5.00$15.00$10.00$14.00 06/15$8.00–$155.00$10.00--
$320.00Dec 17$9.00$19.00$14.00$20.00 06/09$11.00–$150.00$14.00--
$330.00Sep 18$0.00$6.00$3.00$7.00 07/31$3.00–$15.10$3.00--
$330.00Oct 16$0.00$10.00$5.00$5.00 06/04$2.50–$5.00$5.00--
$330.00Dec 18$0.00$10.00$5.00$6.00 06/04$3.00–$15.60$5.0083
$330.00Jan 15$0.00$10.00$5.00$7.30 07/31$1.85–$10.00$5.00--
$330.00Mar 19$0.05$10.00$5.03$5.00 07/15$5.00–$15.80$5.00--
$310.00Aug 21$9.00$19.00$14.00$12.10 07/28$10.00–$16.70$12.10--
$310.00Sep 18$11.00$21.00$16.00$12.50 06/23$8.50–$24.20$12.50--
$310.00Dec 18$12.00$22.00$17.00$20.20 07/28$10.90–$21.30$17.00--
$310.00Mar 19$12.00$22.00$17.00$12.40 06/23$12.00–$21.60$12.40--
$340.00Aug 21$0.00$4.00$2.00$7.00 07/28$0.50–$15.00$2.00--
$340.00Sep 18$0.00$4.30$2.15$4.20 07/31$1.75–$15.00$2.15--
$340.00Oct 16$0.00$7.00$3.50$7.00 07/31$1.00–$5.00$3.50--
$340.00Dec 18$0.00$10.00$5.00$3.00 06/04$4.00–$15.00$3.00--
$340.00Jan 15$0.00$10.00$5.00$8.20 07/09$3.80–$15.00$5.00--
$300.00Dec 18$21.00$31.00$26.00$26.50 06/12$19.40–$27.00$26.00--
$350.00Aug 21$0.00$0.50$0.25$0.15 07/29$0.15–$15.00$0.15--
$350.00Oct 16$0.00$4.00$2.00$3.10 07/28$0.98–$5.00$2.00--
$350.00Nov 20$0.00$10.00$5.00$4.00 07/29$1.00–$15.00$4.00--
$350.00Dec 18$0.00$5.00$2.50$7.00 07/31$1.75–$15.00$2.50--
$350.00Jan 15$0.00$10.00$5.00$6.70 06/24$1.75–$15.00$5.00--
$350.00Mar 19$0.00$10.00$5.00$6.00 07/06$5.00–$15.00$5.00--
$360.00Aug 21$0.00$1.50$0.75$0.10 07/29$0.10–$15.00$0.10--
$360.00Oct 16$0.00$2.40$1.20$2.20 07/09$1.00–$5.00$1.20--
$360.00Nov 20$0.00$10.00$5.00$3.90 07/29$1.00–$15.00$3.90--
$360.00Dec 18$0.00$5.50$2.75$5.60 07/31$1.50–$15.00$2.75--
$360.00Jan 15$0.00$10.00$5.00$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--
$370.00Nov 20$0.00$10.00$5.00$5.30 07/27$1.00–$15.00$5.00--
$370.00Jan 15$0.00$10.00$5.00$4.90 07/20$1.25–$15.00$4.90--
$380.00Oct 16$0.00$9.00$4.50$5.00 07/24$0.50–$15.00$4.50--
$380.00Dec 18$0.00$2.50$1.25$0.05 07/30$0.03–$1.25$0.05--
$380.00Jan 15$0.00$3.00$1.50$0.05 07/24$0.80–$9.95$0.05--
$390.00Aug 21$0.00$1.00$0.50$1.60 07/28$0.50–$15.00$0.50--
$390.00Oct 16$0.00$9.00$4.50$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–$1.00$0.35--
$390.00Jan 15$0.00$3.00$1.50$5.00 07/20$0.40–$9.95$1.50--
$400.00Nov 20$0.00$2.00$1.00$2.90 07/27$0.50–$1.00$1.00--
$400.00Dec 18$0.00$2.00$1.00$5.80 07/02$0.30–$1.00$1.00--
$400.00Jan 15$0.00$1.00$0.50$1.00 07/29$0.28–$5.00$0.50--
$410.00Nov 20$0.00$2.00$1.00$4.40 07/29$0.50–$5.00$1.00--
$410.00Dec 18$0.00$2.00$1.00$1.00 07/29$0.25–$1.00$1.00--
$410.00Jan 15$0.00$2.00$1.00$0.45 07/15$0.25–$5.00$0.45--
$420.00Nov 20$0.00$2.00$1.00$4.40 07/29$0.50–$5.00$1.00--
$420.00Jan 15$0.00$1.00$0.50$2.00 07/27$0.33–$5.00$0.50--
$430.00Nov 20$0.00$2.00$1.00$4.40 07/29$1.00–$15.00$1.00--
$440.00Oct 16$0.00$9.00$4.50$5.00 07/20$1.00–$15.00$4.50--
$440.00Nov 20$0.00$2.00$1.00$4.40 07/29$1.00–$15.00$1.00--
$450.00Oct 16$0.00$0.10$0.05$0.05 07/24$0.05–$5.00$0.05--
PUTS (86)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$320.00Oct 16$52.00$62.00$57.00$69.00 07/30$57.00–$66.00$57.00--
$320.00Nov 20$83.00$93.00$88.00$91.00 07/28$84.00–$98.50$88.00--
$320.00Dec 18$102.00$112.00$107.00$108.65 07/07$97.00–$124.40$107.00--
$320.00Jan 15$123.00$133.00$128.00$130.00 07/31$116.00–$145.70$128.00--
$330.00Aug 21$2.00$12.00$7.00$24.19 07/20$7.00–$24.00$7.00--
$330.00Sep 18$22.00$32.00$27.00$33.00 07/31$26.00–$47.70$27.00--
$330.00Nov 20$90.00$100.00$95.00$104.00 07/29$92.00–$102.00$95.00--
$330.00Dec 18$111.00$121.00$116.00$115.00 07/16$106.00–$127.70$115.00--
$330.00Jan 15$133.00$143.00$138.00$144.00 07/29$125.00–$145.95$138.00--
$330.00Mar 19$134.00$144.00$139.00$155.90 07/31$134.00–$151.40$139.00--
$330.00Jun 17$135.00$145.00$140.00$143.00 07/30$136.00–$176.80$140.00--
$310.00Aug 21$0.00$10.00$5.00$8.00 07/14$5.00–$15.00$5.00--
$310.00Sep 18$11.00$21.00$16.00$34.10 07/24$16.00–$33.00$16.00--
$310.00Nov 20$75.00$85.00$80.00$84.00 07/08$76.50–$89.30$80.00--
$310.00Dec 18$96.00$106.00$101.00$90.00 07/20$91.35–$115.00$96.00--
$310.00Jan 15$113.00$123.00$118.00$115.00 07/21$107.00–$124.10$115.00--
$310.00Jun 17$113.00$123.00$118.00$126.20 07/20$114.00–$167.60$118.00--
$340.00Oct 16$71.00$81.00$76.00$83.00 07/29$76.00–$84.00$76.00--
$340.00Nov 20$100.00$110.00$105.00$101.00 07/09$101.00–$116.20$101.00--
$340.00Jan 15$142.00$152.00$147.00$153.00 07/29$135.00–$152.00$147.00--
$300.00Aug 21$0.00$10.00$5.00$3.00 07/27$4.90–$15.00$3.00--
$300.00Sep 18$10.00$19.90$14.95$40.00 06/18$14.95–$29.00$14.95--
$300.00Oct 16$44.00$53.00$48.50$52.00 07/31$40.10–$56.00$48.50140
$300.00Nov 20$70.00$80.00$75.00$75.00 07/08$71.50–$82.20$75.00--
$300.00Dec 18$90.00$95.30$92.65$103.00 07/29$74.10–$97.30$92.65--
$300.00Jan 15$105.00$115.00$110.00$113.60 07/29$103.15–$124.10$110.00--
$300.00Mar 19$108.00$118.00$113.00$114.00 07/27$109.00–$125.00$113.00--
$300.00Jun 17$109.00$119.00$114.00$112.25 06/17$110.00–$163.80$112.25--
$300.00Dec 17$110.00$120.00$115.00$103.00 06/09$112.00–$165.00$110.00--
$350.00Aug 21$22.00$32.00$27.00$42.00 07/20$26.00–$43.00$27.00--
$350.00Nov 20$110.00$120.00$115.00$118.60 07/29$111.00–$124.60$115.00--
$350.00Dec 18$131.00$141.00$136.00$130.90 07/20$125.00–$148.10$131.00--
$350.00Jan 15$152.00$162.00$157.00$161.00 07/29$144.00–$158.95$157.00--
$350.00Oct 16$81.00$91.00$86.00--$86.00–$88.00$81.0055
$290.00Aug 21$0.00$10.00$5.00$13.80 07/07$4.75–$15.00$5.00--
$290.00Sep 18$8.00$18.00$13.00$35.00 06/18$13.00–$26.00$13.00--
$290.00Nov 20$63.00$73.00$68.00$74.90 07/29$65.00–$76.30$68.00--
$290.00Dec 18$82.00$92.00$87.00$88.00 07/24$79.00–$93.00$87.00--
$290.00Jan 15$96.00$106.00$101.00$102.50 07/29$93.45–$106.00$101.00--
$290.00Mar 19$99.00$109.00$104.00$104.20 07/27$100.00–$113.00$104.00--
$290.00Jun 17$100.00$110.00$105.00$91.00 06/08$101.00–$160.50$100.00--
$290.00Dec 17$102.00$112.00$107.00$111.00 07/29$103.00–$161.70$107.00--
$360.00Aug 21$32.00$42.00$37.00$52.00 07/20$36.00–$55.50$37.00--
$360.00Sep 18$51.00$61.00$56.00$77.40 07/20$54.80–$75.00$56.00--
$360.00Oct 16$91.00$101.00$96.00$96.00 07/22$96.00–$104.10$96.0028
$360.00Nov 20$119.00$129.00$124.00$121.00 07/28$121.00–$134.50$121.00--
$360.00Dec 18$141.00$151.00$146.00$142.00 07/20$134.00–$157.90$142.00--
$360.00Jan 15$162.00$171.00$166.50$170.00 07/29$154.00–$168.80$166.50--
$360.00Mar 19$162.00$172.00$167.00$172.00 07/29$162.00–$175.60$167.00--
$360.00Jun 17$163.00$173.00$168.00$171.00 07/20$164.00–$192.90$168.00--
$280.00Aug 21$0.00$10.00$5.00$12.00 07/07$4.10–$15.00$5.00--
$280.00Sep 18$6.00$16.00$11.00$16.76 07/23$10.18–$24.00$11.00--
$280.00Oct 16$34.00$44.00$39.00$39.10 06/23$39.00–$46.00$39.00--
$280.00Jan 15$86.00$96.00$91.00$93.00 07/29$84.65–$100.00$91.00--
$280.00Mar 19$90.00$100.00$95.00$94.90 07/27$91.00–$104.00$94.90--
$280.00Jun 17$91.00$101.00$96.00$100.00 07/29$93.00–$157.70$96.00--
$280.00Dec 17$93.00$103.00$98.00$102.00 07/29$94.00–$158.60$98.00--
$370.00Oct 16$101.00$111.00$106.00$107.00 07/28$106.00–$133.80$106.0036
$370.00Nov 20$129.00$139.00$134.00$134.80 07/28$130.00–$144.20$134.0017
$370.00Dec 18$150.00$160.00$155.00$158.00 07/22$144.00–$167.70$155.00--
$370.00Jan 15$171.00$181.00$176.00$176.00 07/30$162.40–$177.50$176.00--
$370.00Mar 19$172.00$182.00$177.00$182.00 07/29$172.00–$185.90$177.00--
$270.00Aug 21$0.00$3.00$1.50$10.00 07/07$1.50–$15.00$1.50--
$270.00Sep 18$5.00$15.00$10.00$16.00 07/08$10.00–$21.00$10.00--
$270.00Oct 16$30.00$40.00$35.00$35.00 07/21$35.00–$41.00$35.00--
$270.00Nov 20$50.00$60.00$55.00$61.00 07/23$53.00–$61.00$55.00--
$270.00Jan 15$77.00$87.00$82.00$88.00 07/30$77.15–$89.00$82.00--
$270.00Mar 19$81.00$91.00$86.00$91.00 07/29$82.00–$95.00$86.00--
$270.00Jun 17$83.00$93.00$88.00$101.40 07/31$84.00–$153.90$88.00--
$270.00Dec 17$85.00$95.00$90.00$91.00 07/29$75.00–$154.10$90.00--
$380.00Aug 21$52.00$62.00$57.00$70.30 07/13$56.00–$75.40$57.00--
$380.00Sep 18$71.00$81.00$76.00$97.30 07/20$75.00–$94.00$76.00--
$380.00Oct 16$111.00$121.00$116.00$122.70 07/29$115.00–$143.75$116.0028
$380.00Nov 20$139.00$149.00$144.00$149.20 07/29$140.00–$157.70$144.00--
$380.00Dec 18$160.00$170.00$165.00$177.00 07/29$154.00–$177.50$165.00--
$380.00Jan 15$181.00$191.00$186.00$200.80 07/31$173.00–$195.00$186.00--
$380.00Mar 19$181.00$191.00$186.00$193.80 07/31$181.00–$216.25$186.00--
$380.00Jun 17$182.00$192.00$187.00$196.00 07/30$180.60–$228.40$187.00--
$260.00Aug 21$0.00$10.00$5.00$2.00 07/13$0.85–$15.00$2.00--
$260.00Sep 18$3.00$13.00$8.00$21.80 06/25$8.00–$20.00$8.00--
$260.00Nov 20$44.00$54.00$49.00$55.20 07/23$46.00–$55.00$49.00--
$260.00Dec 18$58.00$68.00$63.00$68.30 07/30$58.20–$70.00$63.00--
$260.00Jan 15$69.00$79.00$74.00$72.00 07/28$70.00–$80.00$72.00--
$260.00Dec 17$76.00$86.00$81.00$78.00 06/03$50.00–$152.80$78.00--
$390.00Aug 21$62.00$72.00$67.00$81.70 07/14$66.00–$85.30$67.00--
$390.00Nov 20$149.00$159.00$154.00--$154.00–$154.00$149.004

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
Loading data...

Current Put/Call Breakdown

Total Calls 6
Total Puts 16
Put/Call Ratio 2.67
Net Difference -10

Prior's Put/Call Breakdown

Total Calls 23
Total Puts 125
Put/Call Ratio 5.43
Net Difference -102

Prior 7-Day Put/Call Summary

Total Calls 91
Total Puts 1,912
Average Put/Call Ratio 5.00
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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Price — Past 7 Days

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