Tour
v509
PEN
PENUMBRA INC
$327.17
+0.05%
Option Volume
Detail
Current (08/17)
24
Calls:
6
(25%)
Puts:
18
(75%)
Prior (08/14)
67
Calls:
13
(19%)
Puts:
54
(81%)
Current vs Prior
-64.18%
Calls:
-53.85%
(Calls)
Puts:
-66.67%
(Puts)
Prior 7-Day Total
550
Calls:
26
(5%)
Puts:
524
(95%)
Prior 7-Day Average
78
Calls:
3
(5%)
Puts:
74
(95%)
Current vs Prior 7-Day Avg
-69.45%
Calls:
+61.54%
Puts:
-75.95%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/17)
$62.1K
Calls:
$3.6K
(6%)
Puts:
$58.6K
(94%)
Prior (08/14)
$199.9K
Calls:
$6.2K
(3%)
Puts:
$193.7K
(97%)
Current vs Prior
-68.92%
Calls:
-42.59%
Puts:
-69.77%
Prior 7-Day Total
$1.73M
Calls:
$11.2K
(1%)
Puts:
$1.72M
(99%)
Prior 7-Day Average
$247.7K
Calls:
$1.6K
(1%)
Puts:
$246.1K
(99%)
Current vs Prior 7-Day Avg
-74.91%
Calls:
+124.66%
Puts:
-76.20%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/17)
3.00
Prior (08/14)
4.15
Current vs Prior
-27.78%
Prior 7-Day Average
3.74
Current vs Prior 7-Day Avg
-19.71%
Sentiment
BEARISH
Open Interest
Detail
Current (08/17)
680
Calls:
--
(0%)
Puts:
680
(100%)
Prior (08/14)
280
Calls:
12
(4%)
Puts:
268
(96%)
Current vs Prior
+142.86%
Prior 7-Day Total
11,023
Calls:
24
(0%)
Puts:
10,999
(100%)
Prior 7-Day Average
1,574
Calls:
12
(1%)
Puts:
1,571
(99%)
Current vs Prior 7-Day Avg
-56.82%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current
6.08% | 6.72%6.08% | 6.72%
Prior
6.09% | 6.71%6.09% | 6.71%
Current vs Prior
-0.05% | +0.18%-0.05% | +0.18%
Prior 7-Day Avg
5.07% | 8.39%5.07% | 8.39%
Current vs 7-Day Avg
+20.05% | -19.97%+20.05% | -19.97%
Prior 7-Day Eod
6.09% | 6.71%6.09% | 6.71%
Current vs 7-Day Eod
-0.05% | +0.18%-0.05% | +0.18%
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
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 94% of dollar volume in puts ($58.6K) vs calls ($3.6K). Light premium activity with dollar volume down 69% vs prior. Below-average activity with volume down 64% vs prior. Extreme bearish P/C ratio of 3.00 - 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
6
Total Puts
18
Put/Call Ratio
3.00
Net Difference
-12
Prior's Put/Call Breakdown
Total Calls
13
Total Puts
54
Put/Call Ratio
4.15
Net Difference
-41
Prior 7-Day Put/Call Summary
Total Calls
26
Total Puts
524
Average Put/Call Ratio
3.74
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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