Tour
v492
PEN
PENUMBRA INC
$323.21
-0.31%
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
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
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 |
|---|---|---|---|---|
| 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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