Tour
v494
PEN
PENUMBRA INC
$324.66
-0.06%
$324.97 (+0.10%)
as of 08/07 07:00 PM
Option Volume
Detail
Current (08/07)
108
Calls:
--
(0%)
Puts:
108
(100%)
Prior (08/06)
82
Calls:
4
(5%)
Puts:
78
(95%)
Current vs Prior
+31.71%
Calls:
-100.00%
(Calls)
Puts:
+38.46%
(Puts)
Prior 7-Day Total
1,934
Calls:
77
(4%)
Puts:
1,857
(96%)
Prior 7-Day Average
276
Calls:
11
(4%)
Puts:
265
(96%)
Current vs Prior 7-Day Avg
-60.91%
Calls:
-100.00%
Puts:
-59.29%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/07)
$107.1K
Calls:
--
(0%)
Puts:
$107.1K
(100%)
Prior (08/06)
$504.6K
Calls:
$3.0K
(1%)
Puts:
$501.6K
(99%)
Current vs Prior
-78.78%
Calls:
-100.00%
Puts:
-78.65%
Prior 7-Day Total
$27.65M
Calls:
$96.5K
(0%)
Puts:
$27.55M
(100%)
Prior 7-Day Average
$3.95M
Calls:
$13.8K
(0%)
Puts:
$3.94M
(100%)
Current vs Prior 7-Day Avg
-97.29%
Calls:
-100.00%
Puts:
-97.28%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/07)
1.00
Prior (08/06)
19.50
Current vs Prior
-94.87%
Prior 7-Day Average
4.67
Current vs Prior 7-Day Avg
-78.57%
Sentiment
NEUTRAL
Open Interest
Detail
Current (08/07)
2,081
Calls:
--
(0%)
Puts:
2,081
(100%)
Prior (08/06)
2,848
Calls:
12
(0%)
Puts:
2,836
(100%)
Current vs Prior
-26.93%
Prior 7-Day Total
32,620
Calls:
7,527
(23%)
Puts:
25,093
(77%)
Prior 7-Day Average
4,660
Calls:
1,254
(26%)
Puts:
3,584
(74%)
Current vs Prior 7-Day Avg
-55.34%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current
6.13% | 10.87%6.13% | 10.87%
Prior
6.13% | 11.40%6.13% | 11.40%
Current vs Prior
+0.06% | -4.66%+0.06% | -4.66%
Prior 7-Day Avg
5.83% | 12.15%5.83% | 12.15%
Current vs 7-Day Avg
+5.16% | -10.50%+5.16% | -10.50%
Prior 7-Day Eod
6.13% | 11.40%6.13% | 11.40%
Current vs 7-Day Eod
+0.06% | -4.66%+0.06% | -4.66%
Sentiment
BEARISHBEARISH
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
80.84% | 83.56%
Calls:
149.21% | 102.30%
Puts:
74.11% | 74.65%
Current vs 7-Day Avg
-48.86% | -5.02%
Liquidity
Expensive
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AI Insights
Strong bearish conviction with 100% of dollar volume in puts ($107.1K) vs calls (--). Light premium activity with dollar volume down 79% vs prior. P/C ratio dropping 95% - sentiment shifting bullish. Declining open interest (down 27%) indicates positions being closed.
Smart Money
BEARISH
Retail Flow
NEUTRAL
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
NEUTRAL
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
--
Total Puts
108
Put/Call Ratio
1.00
Net Difference
-108
Prior's Put/Call Breakdown
Total Calls
4
Total Puts
78
Put/Call Ratio
19.50
Net Difference
-74
Prior 7-Day Put/Call Summary
Total Calls
77
Total Puts
1,857
Average Put/Call Ratio
4.67
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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