Tour
v509
PEN
PENUMBRA INC
$327.02
+0.08%
$324.00 (-0.92%)
as of 08/14 06:53 PM
Option Volume
Detail
Current (08/14)
67
Calls:
13
(19%)
Puts:
54
(81%)
Prior (08/13)
94
Calls:
3
(3%)
Puts:
91
(97%)
Current vs Prior
-28.72%
Calls:
+333.33%
(Calls)
Puts:
-40.66%
(Puts)
Prior 7-Day Total
505
Calls:
19
(4%)
Puts:
486
(96%)
Prior 7-Day Average
72
Calls:
2
(4%)
Puts:
69
(96%)
Current vs Prior 7-Day Avg
-7.13%
Calls:
+378.95%
Puts:
-22.22%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/14)
$199.9K
Calls:
$6.2K
(3%)
Puts:
$193.7K
(97%)
Prior (08/13)
$109.5K
Calls:
$585
(1%)
Puts:
$108.9K
(99%)
Current vs Prior
+82.59%
Calls:
+967.52%
Puts:
+77.84%
Prior 7-Day Total
$1.71M
Calls:
$36.6K
(2%)
Puts:
$1.67M
(98%)
Prior 7-Day Average
$244.4K
Calls:
$5.2K
(2%)
Puts:
$239.1K
(98%)
Current vs Prior 7-Day Avg
-18.19%
Calls:
+19.44%
Puts:
-19.01%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/14)
4.15
Prior (08/13)
30.33
Current vs Prior
-86.31%
Prior 7-Day Average
3.52
Current vs Prior 7-Day Avg
+17.88%
Sentiment
BEARISH
Open Interest
Detail
Current (08/14)
280
Calls:
12
(4%)
Puts:
268
(96%)
Prior (08/13)
2,094
Calls:
--
(0%)
Puts:
2,094
(100%)
Current vs Prior
-86.63%
Prior 7-Day Total
11,134
Calls:
95
(1%)
Puts:
11,039
(99%)
Prior 7-Day Average
1,590
Calls:
47
(3%)
Puts:
1,577
(97%)
Current vs Prior 7-Day Avg
-82.40%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current
6.09% | 6.71%6.09% | 6.71%
Prior
3.67% | 6.73%3.67% | 6.73%
Current vs Prior
+65.70% | -0.40%+65.70% | -0.40%
Prior 7-Day Avg
4.73% | 8.98%4.73% | 8.98%
Current vs 7-Day Avg
+28.72% | -25.35%+28.72% | -25.35%
Prior 7-Day Eod
3.67% | 6.73%3.67% | 6.73%
Current vs 7-Day Eod
+65.70% | -0.40%+65.70% | -0.40%
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% | 79.37%
Calls:
41.34% | 79.37%
Puts:
41.34% | 79.37%
Current vs 7-Day Avg
+0.00% | +0.00%
Liquidity
Expensive
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AI Insights
Strong bearish conviction with 97% of dollar volume in puts ($193.7K) vs calls ($6.2K). Elevated premium activity with dollar volume up 83% vs prior. Extreme bearish P/C ratio of 4.15 - heavy put buying. P/C ratio dropping 86% - sentiment shifting bullish.
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
13
Total Puts
54
Put/Call Ratio
4.15
Net Difference
-41
Prior's Put/Call Breakdown
Total Calls
3
Total Puts
91
Put/Call Ratio
30.33
Net Difference
-88
Prior 7-Day Put/Call Summary
Total Calls
19
Total Puts
486
Average Put/Call Ratio
3.52
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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