Tour v492
PEN
PENUMBRA INC
$324.86 +0.51%
8/6 19:04

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
+
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🤖 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

📈 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. 3 found (avg delta 0.66, highest 0.73)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Sep 1865.0084.80$74.9026.4%10.73--
$370.00Sep 1854.9074.70$64.8030.6%10.71--
$320.00Aug 210.0010.00$5.00200.0%10.54--

Most actively traded options today. High liquidity = easy entry/exit. 3 active (total vol 3, top 1)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 210.0010.00$5.00200.0%10.54--
$370.00Sep 1854.9074.70$64.8030.6%10.71--
$380.00Sep 1865.0084.80$74.9026.4%10.73--

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 $320.00 12-18 call last traded $10.00 on 07/28 (now $0.00/$10.60) — try a limit near $5.30. Most tradeable put: the $300.00 01-15 put last traded $113.60 on 07/29 (now $88.00/$100.10) — try a limit near $94.05.
CALLS (54)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$320.00Aug 21$0.00$19.90$9.95$8.30 07/22$1.50–$10.00$8.30--
$320.00Dec 18$0.00$10.60$5.30$10.00 07/28$5.00–$17.50$5.3012
$320.00Jan 15$8.00$11.00$9.50$15.10 07/31$3.53–$20.90$9.50--
$320.00Mar 19$0.00$19.90$9.95$6.80 07/14$7.00–$18.60$6.80--
$320.00Jun 17$0.00$40.00$20.00$14.00 06/15$8.00–$155.00$14.00--
$320.00Dec 17$0.00$40.00$20.00$20.00 06/09$11.00–$150.00$20.00--
$330.00Sep 18$0.00$6.00$3.00$7.00 07/31$3.00–$5.00$3.00--
$330.00Oct 16$0.00$3.00$1.50$5.00 06/04$1.50–$5.00$1.50--
$330.00Dec 18$2.00$4.50$3.25$6.00 06/04$3.00–$15.60$3.25--
$330.00Jan 15$0.00$20.00$10.00$7.30 07/31$1.85–$10.00$7.30--
$330.00Mar 19$0.00$20.00$10.00$5.00 07/15$5.00–$15.80$5.00--
$310.00Aug 21$5.10$24.90$15.00$12.10 07/28$10.00–$16.70$12.10--
$310.00Sep 18$10.00$26.70$18.35$12.50 06/23$11.00–$24.20$12.50--
$310.00Dec 18$8.20$28.00$18.10$20.20 07/28$12.00–$21.30$18.10--
$310.00Mar 19$8.10$27.90$18.00$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–$5.00$2.00--
$340.00Sep 18$0.00$4.30$2.15$4.20 07/31$1.75–$5.00$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$20.00$10.00$3.00 06/04$4.00–$15.00$3.00--
$340.00Jan 15$0.00$20.00$10.00$8.20 07/09$3.80–$15.00$8.20--
$300.00Dec 18$20.00$37.90$28.95$26.50 06/12$20.00–$28.95$26.50--
$350.00Aug 21$0.00$0.50$0.25$0.15 07/29$0.15–$5.00$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$20.00$10.00$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–$5.00$2.50--
$350.00Jan 15$0.00$5.00$2.50$6.70 06/24$1.75–$15.00$2.50--
$350.00Mar 19$0.00$19.90$9.95$6.00 07/06$5.00–$15.00$6.00--
$360.00Aug 21$0.00$1.50$0.75$0.10 07/29$0.10–$5.00$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$20.00$10.00$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–$5.00$2.75--
$360.00Jan 15$0.00$6.80$3.40$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$20.00$10.00$5.30 07/27$1.00–$15.00$5.30--
$370.00Jan 15$0.00$6.00$3.00$4.90 07/20$1.25–$15.00$3.00--
$380.00Oct 16$0.00$2.00$1.00$5.00 07/24$0.50–$15.00$1.00--
$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–$5.00$0.50--
$390.00Oct 16$0.00$2.00$1.00$3.46 07/24$0.25–$15.00$1.00--
$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$1.00–$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$1.00–$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–$5.00$1.00--
$440.00Oct 16$0.00$19.90$9.95$5.00 07/20$1.00–$15.00$5.00--
$440.00Nov 20$0.00$2.00$1.00$4.40 07/29$1.00–$5.00$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$43.20$62.00$52.60$69.00 07/30$52.60–$66.00$52.60--
$320.00Nov 20$72.00$91.30$81.65$91.00 07/28$81.65–$98.50$81.65--
$320.00Dec 18$90.50$110.00$100.25$108.65 07/07$97.00–$124.40$100.25--
$320.00Jan 15$110.40$130.20$120.30$130.00 07/31$116.00–$145.70$120.30--
$330.00Aug 21$0.00$19.90$9.95$24.19 07/20$7.00–$23.00$9.95--
$330.00Sep 18$18.30$35.90$27.10$33.00 07/31$26.00–$45.00$27.10--
$330.00Nov 20$81.00$100.20$90.60$104.00 07/29$90.60–$102.00$90.60--
$330.00Dec 18$99.90$119.40$109.65$115.00 07/16$106.00–$127.70$109.65--
$330.00Jan 15$113.70$133.50$123.60$144.00 07/29$123.60–$145.95$123.6031
$330.00Mar 19$122.70$142.50$132.60$155.90 07/31$132.60–$151.40$132.60--
$330.00Jun 17$115.00$154.00$134.50$143.00 07/30$134.50–$176.80$134.50--
$310.00Aug 21$0.00$19.90$9.95$8.00 07/14$5.00–$15.00$8.00--
$310.00Sep 18$6.00$23.00$14.50$34.10 07/24$14.50–$33.00$14.50--
$310.00Nov 20$65.10$84.00$74.55$84.00 07/08$74.55–$89.30$74.55--
$310.00Dec 18$84.20$104.00$94.10$90.00 07/20$91.35–$115.00$90.00--
$310.00Jan 15$100.20$120.00$110.10$115.00 07/21$107.00–$124.10$110.10--
$310.00Jun 17$93.00$132.00$112.50$126.20 07/20$112.50–$167.60$112.50--
$340.00Oct 16$63.50$82.00$72.75$83.00 07/29$72.75–$84.00$72.75--
$340.00Nov 20$88.10$107.90$98.00$101.00 07/09$98.00–$116.20$98.00--
$340.00Jan 15$130.00$149.00$139.50$153.00 07/29$135.00–$152.00$139.50--
$300.00Aug 21$0.00$10.00$5.00$3.00 07/27$4.90–$15.00$3.00--
$300.00Sep 18$4.10$23.90$14.00$40.00 06/18$14.00–$29.00$14.00--
$300.00Oct 16$34.00$45.00$39.50$52.00 07/31$39.50–$56.00$39.50140
$300.00Nov 20$59.20$79.00$69.10$75.00 07/08$69.10–$82.20$69.10--
$300.00Dec 18$74.80$89.80$82.30$103.00 07/29$82.30–$97.30$82.30560
$300.00Jan 15$88.00$100.10$94.05$113.60 07/29$94.05–$124.10$94.052.0K
$300.00Mar 19$96.50$116.00$106.25$114.00 07/27$106.25–$125.00$106.25--
$300.00Jun 17$88.00$126.00$107.00$112.25 06/17$107.00–$163.80$107.00--
$300.00Dec 17$89.00$129.00$109.00$103.00 06/09$109.00–$165.00$103.00--
$350.00Aug 21$16.00$34.00$25.00$42.00 07/20$25.00–$43.00$25.00--
$350.00Nov 20$98.10$117.90$108.00$118.60 07/29$108.00–$124.60$108.00--
$350.00Dec 18$119.80$138.40$129.10$130.90 07/20$125.00–$148.10$129.10--
$350.00Jan 15$139.10$158.80$148.95$161.00 07/29$144.00–$158.95$148.95--
$290.00Aug 21$0.00$19.90$9.95$13.80 07/07$4.75–$15.00$9.95--
$290.00Sep 18$2.05$21.90$11.98$35.00 06/18$11.98–$26.00$11.98--
$290.00Nov 20$52.10$71.90$62.00$74.90 07/29$62.00–$76.30$62.00--
$290.00Dec 18$70.20$90.00$80.10$88.00 07/24$79.00–$93.00$80.10--
$290.00Jan 15$84.10$103.80$93.95$102.50 07/29$93.95–$106.00$93.95--
$290.00Mar 19$88.10$107.90$98.00$104.20 07/27$98.00–$113.00$98.00--
$290.00Jun 17$79.00$119.00$99.00$91.00 06/08$99.00–$160.50$91.00--
$290.00Dec 17$81.00$121.00$101.00$111.00 07/29$101.00–$161.70$101.00--
$360.00Aug 21$26.00$45.00$35.50$52.00 07/20$35.50–$53.00$35.50--
$360.00Sep 18$46.70$64.90$55.80$77.40 07/20$54.80–$75.00$55.80--
$360.00Oct 16$82.00$100.00$91.00$96.00 07/22$91.00–$104.10$91.00--
$360.00Nov 20$108.10$127.90$118.00$121.00 07/28$118.00–$134.50$118.00--
$360.00Dec 18$128.10$147.90$138.00$142.00 07/20$134.00–$157.90$138.00--
$360.00Jan 15$149.10$168.90$159.00$170.00 07/29$154.00–$168.80$159.00--
$360.00Mar 19$150.40$170.00$160.20$172.00 07/29$160.20–$175.60$160.20--
$360.00Jun 17$143.00$182.00$162.50$171.00 07/20$162.50–$192.90$162.50--
$280.00Aug 21$0.00$19.90$9.95$12.00 07/07$4.10–$15.00$9.95--
$280.00Sep 18$1.05$20.90$10.98$16.76 07/23$10.18–$23.00$10.98--
$280.00Oct 16$28.00$47.80$37.90$39.10 06/23$37.90–$46.00$37.90--
$280.00Jan 15$74.10$93.80$83.95$93.00 07/29$83.95–$100.00$83.95--
$280.00Mar 19$78.60$98.00$88.30$94.90 07/27$88.30–$104.00$88.30--
$280.00Jun 17$71.00$110.00$90.50$100.00 07/29$90.50–$157.70$90.50--
$280.00Dec 17$72.00$111.00$91.50$102.00 07/29$91.50–$158.60$91.50--
$370.00Oct 16$91.10$110.90$101.00$107.00 07/28$101.00–$133.80$101.00--
$370.00Nov 20$118.00$137.60$127.80$134.80 07/28$127.80–$144.20$127.80--
$370.00Dec 18$138.50$158.10$148.30$158.00 07/22$144.00–$167.70$148.30--
$370.00Jan 15$159.00$178.50$168.75$176.00 07/30$162.40–$177.50$168.75--
$370.00Mar 19$160.50$180.30$170.40$182.00 07/29$170.40–$185.90$170.40--
$270.00Aug 21$0.00$2.00$1.00$10.00 07/07$1.00–$15.00$1.00--
$270.00Sep 18$0.00$19.90$9.95$16.00 07/08$9.95–$21.00$9.95--
$270.00Oct 16$22.90$42.70$32.80$35.00 07/21$32.80–$41.00$32.80--
$270.00Nov 20$41.00$60.00$50.50$61.00 07/23$50.50–$61.00$50.50--
$270.00Jan 15$66.20$85.00$75.60$88.00 07/30$75.60–$89.00$75.60--
$270.00Mar 19$70.10$89.90$80.00$91.00 07/29$80.00–$95.00$80.00--
$270.00Jun 17$62.00$101.00$81.50$101.40 07/31$81.50–$153.90$81.50--
$270.00Dec 17$68.00$104.00$86.00$91.00 07/29$75.00–$150.00$86.00--
$380.00Aug 21$45.30$65.10$55.20$70.30 07/13$55.20–$72.00$55.20--
$380.00Sep 18$65.00$84.80$74.90$97.30 07/20$74.90–$94.00$74.90--
$380.00Oct 16$101.10$120.90$111.00$122.70 07/29$111.00–$143.75$111.00--
$380.00Nov 20$127.80$147.10$137.45$149.20 07/29$137.45–$157.70$137.45--
$380.00Dec 18$148.10$167.90$158.00$177.00 07/29$154.00–$177.50$158.00--
$380.00Jan 15$168.00$185.90$176.95$200.80 07/31$173.00–$195.00$176.95--
$380.00Mar 19$170.80$188.70$179.75$193.80 07/31$179.75–$216.25$179.75--
$380.00Jun 17$161.00$200.70$180.85$196.00 07/30$180.60–$228.40$180.85--
$260.00Aug 21$0.00$19.90$9.95$2.00 07/13$0.85–$15.00$2.00--
$260.00Sep 18$0.00$19.90$9.95$21.80 06/25$8.00–$19.00$9.95--
$260.00Nov 20$35.10$54.90$45.00$55.20 07/23$45.00–$55.00$45.00--
$260.00Dec 18$48.10$67.90$58.00$68.30 07/30$58.00–$70.00$58.00--
$260.00Jan 15$57.10$76.90$67.00$72.00 07/28$67.00–$80.00$67.00--
$260.00Dec 17$55.00$95.00$75.00$78.00 06/03$50.00–$152.80$75.00--
$390.00Aug 21$56.10$75.90$66.00$81.70 07/14$66.00–$82.00$66.00--
$230.00Jan 15$34.70$54.40$44.55--$44.55–$44.55$34.7053
$160.00Dec 18$0.10$19.90$10.00--$10.00–$10.00$0.105

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
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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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Chart Title

Price — Past 7 Days

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