Tour
v505
PEN
PENUMBRA INC
$326.58
+0.09%
Option Volume
Detail
Current (08/12)
52
Calls:
--
(0%)
Puts:
52
(100%)
Prior (08/11)
30
Calls:
3
(10%)
Puts:
27
(90%)
Current vs Prior
+73.33%
Calls:
-100.00%
(Calls)
Puts:
+92.59%
(Puts)
Prior 7-Day Total
989
Calls:
51
(5%)
Puts:
938
(95%)
Prior 7-Day Average
141
Calls:
7
(5%)
Puts:
134
(95%)
Current vs Prior 7-Day Avg
-63.20%
Calls:
-100.00%
Puts:
-61.19%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/12)
$342.1K
Calls:
--
(0%)
Puts:
$342.1K
(100%)
Prior (08/11)
$90.2K
Calls:
$470
(1%)
Puts:
$89.7K
(99%)
Current vs Prior
+279.42%
Calls:
-100.00%
Puts:
+281.41%
Prior 7-Day Total
$8.59M
Calls:
$80.3K
(1%)
Puts:
$8.51M
(99%)
Prior 7-Day Average
$1.23M
Calls:
$11.5K
(1%)
Puts:
$1.22M
(99%)
Current vs Prior 7-Day Avg
-72.13%
Calls:
-100.00%
Puts:
-71.87%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/12)
1.00
Prior (08/11)
9.00
Current vs Prior
-88.89%
Prior 7-Day Average
4.10
Current vs Prior 7-Day Avg
-75.58%
Sentiment
NEUTRAL
Open Interest
Detail
Current (08/12)
768
Calls:
--
(0%)
Puts:
768
(100%)
Prior (08/11)
188
Calls:
--
(0%)
Puts:
188
(100%)
Current vs Prior
+308.51%
Prior 7-Day Total
32,472
Calls:
7,399
(23%)
Puts:
25,073
(77%)
Prior 7-Day Average
4,638
Calls:
1,849
(34%)
Puts:
3,581
(66%)
Current vs Prior 7-Day Avg
-83.44%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current
6.09% | 8.60%6.09% | 8.60%
Prior
3.68% | 6.47%3.68% | 6.47%
Current vs Prior
+65.68% | +33.05%+65.68% | +33.05%
Prior 7-Day Avg
4.79% | 10.02%4.79% | 10.02%
Current vs 7-Day Avg
+27.28% | -14.09%+27.28% | -14.09%
Prior 7-Day Eod
3.68% | 6.47%3.68% | 6.47%
Current vs 7-Day Eod
+65.68% | +33.05%+65.68% | +33.05%
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
41.34% | 79.61%
Calls:
41.34% | 125.00%
Puts:
41.34% | 73.32%
Current vs 7-Day Avg
+0.00% | -0.30%
Liquidity
Expensive
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AI Insights
Strong bearish conviction with 100% of dollar volume in puts ($342.1K) vs calls (--). Massive premium surge with dollar volume up 279% vs prior. Above-average activity with volume up 73% vs prior. P/C ratio dropping 89% - sentiment shifting bullish.
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
52
Put/Call Ratio
1.00
Net Difference
-52
Prior's Put/Call Breakdown
Total Calls
3
Total Puts
27
Put/Call Ratio
9.00
Net Difference
-24
Prior 7-Day Put/Call Summary
Total Calls
51
Total Puts
938
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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