Tour
v492
PEN
PENUMBRA INC
$324.86
+0.51%
Option Volume
Detail
Current (08/06)
82
Calls:
4
(5%)
Puts:
78
(95%)
Prior (08/05)
22
Calls:
6
(27%)
Puts:
16
(73%)
Current vs Prior
+272.73%
Calls:
-33.33%
(Calls)
Puts:
+387.50%
(Puts)
Prior 7-Day Total
1,943
Calls:
87
(4%)
Puts:
1,856
(96%)
Prior 7-Day Average
277
Calls:
12
(4%)
Puts:
265
(96%)
Current vs Prior 7-Day Avg
-70.46%
Calls:
-67.82%
Puts:
-70.58%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/06)
$504.6K
Calls:
$3.0K
(1%)
Puts:
$501.6K
(99%)
Prior (08/05)
$176.9K
Calls:
$31.7K
(18%)
Puts:
$145.2K
(82%)
Current vs Prior
+185.27%
Calls:
-90.51%
Puts:
+245.43%
Prior 7-Day Total
$27.76M
Calls:
$98.3K
(0%)
Puts:
$27.66M
(100%)
Prior 7-Day Average
$3.97M
Calls:
$14.0K
(0%)
Puts:
$3.95M
(100%)
Current vs Prior 7-Day Avg
-87.28%
Calls:
-78.60%
Puts:
-87.31%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/06)
19.50
Prior (08/05)
2.67
Current vs Prior
+631.25%
Prior 7-Day Average
4.67
Current vs Prior 7-Day Avg
+317.86%
Sentiment
BEARISH
Open Interest
Detail
Current (08/06)
2,848
Calls:
12
(0%)
Puts:
2,836
(100%)
Prior (08/05)
391
Calls:
83
(21%)
Puts:
308
(79%)
Current vs Prior
+628.39%
Prior 7-Day Total
30,492
Calls:
7,523
(25%)
Puts:
22,969
(75%)
Prior 7-Day Average
4,356
Calls:
1,253
(28%)
Puts:
3,281
(72%)
Current vs Prior 7-Day Avg
-34.62%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)
Current
6.13% | 11.40%
Prior
3.71% | 10.83%
Current vs Prior
+64.99% | +5.32%
Prior 7-Day Avg
5.71% | 12.22%
Current vs 7-Day Avg
+7.24% | -6.64%
Prior 7-Day Eod
3.71% | 10.83%
Current vs 7-Day Eod
+64.99% | +5.32%
Sentiment
BEARISH
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
94.01% | 84.88%
Calls:
149.21% | 100.79%
Puts:
85.04% | 75.09%
Current vs 7-Day Avg
-56.03% | -6.49%
Liquidity
Expensive
Add Card
AI Insights
Strong bearish conviction with 99% of dollar volume in puts ($501.6K) vs calls ($3.0K). Massive premium surge with dollar volume up 185% vs prior. Unusually high activity with volume up 273% vs prior - elevated interest. Extreme bearish P/C ratio of 19.50 - 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
4
Total Puts
78
Put/Call Ratio
19.50
Net Difference
-74
Prior's Put/Call Breakdown
Total Calls
6
Total Puts
16
Put/Call Ratio
2.67
Net Difference
-10
Prior 7-Day Put/Call Summary
Total Calls
87
Total Puts
1,856
Average Put/Call Ratio
4.67
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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