Tour
v504
PEN
PENUMBRA INC
$326.28
+0.09%
Option Volume
Detail
Current (08/11)
30
Calls:
3
(10%)
Puts:
27
(90%)
Prior (08/10)
117
Calls:
3
(3%)
Puts:
114
(97%)
Current vs Prior
-74.36%
Calls:
+0.00%
(Calls)
Puts:
-76.32%
(Puts)
Prior 7-Day Total
1,029
Calls:
58
(6%)
Puts:
971
(94%)
Prior 7-Day Average
147
Calls:
8
(6%)
Puts:
138
(94%)
Current vs Prior 7-Day Avg
-79.59%
Calls:
-63.79%
Puts:
-80.54%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/11)
$90.2K
Calls:
$470
(1%)
Puts:
$89.7K
(99%)
Prior (08/10)
$380.4K
Calls:
$865
(0%)
Puts:
$379.5K
(100%)
Current vs Prior
-76.30%
Calls:
-45.66%
Puts:
-76.37%
Prior 7-Day Total
$8.97M
Calls:
$89.5K
(1%)
Puts:
$8.88M
(99%)
Prior 7-Day Average
$1.28M
Calls:
$12.8K
(1%)
Puts:
$1.27M
(99%)
Current vs Prior 7-Day Avg
-92.96%
Calls:
-96.32%
Puts:
-92.93%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/11)
9.00
Prior (08/10)
38.00
Current vs Prior
-76.32%
Prior 7-Day Average
4.10
Current vs Prior 7-Day Avg
+119.77%
Sentiment
BEARISH
Open Interest
Detail
Current (08/11)
188
Calls:
--
(0%)
Puts:
188
(100%)
Prior (08/10)
2,764
Calls:
--
(0%)
Puts:
2,764
(100%)
Current vs Prior
-93.20%
Prior 7-Day Total
32,756
Calls:
7,399
(23%)
Puts:
25,357
(77%)
Prior 7-Day Average
4,679
Calls:
1,849
(34%)
Puts:
3,622
(66%)
Current vs Prior 7-Day Avg
-95.98%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current
3.68% | 6.47%3.68% | 6.47%
Prior
3.68% | 7.98%3.68% | 7.98%
Current vs Prior
-0.09% | -18.92%-0.09% | -18.92%
Prior 7-Day Avg
5.11% | 11.08%5.11% | 11.08%
Current vs 7-Day Avg
-28.08% | -41.61%-28.08% | -41.61%
Prior 7-Day Eod
3.68% | 7.98%3.68% | 7.98%
Current vs 7-Day Eod
-0.09% | -18.92%-0.09% | -18.92%
Sentiment
BULLISHBULLISH
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
54.51% | 80.92%
Calls:
149.21% | 109.87%
Puts:
52.26% | 73.76%
Current vs 7-Day Avg
-24.16% | -1.92%
Liquidity
Expensive
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AI Insights
Strong bearish conviction with 99% of dollar volume in puts ($89.7K) vs calls ($470). Light premium activity with dollar volume down 76% vs prior. Below-average activity with volume down 74% vs prior. Extreme bearish P/C ratio of 9.00 - 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
3
Total Puts
27
Put/Call Ratio
9.00
Net Difference
-24
Prior's Put/Call Breakdown
Total Calls
3
Total Puts
114
Put/Call Ratio
38.00
Net Difference
-111
Prior 7-Day Put/Call Summary
Total Calls
58
Total Puts
971
Average Put/Call Ratio
4.10
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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