Tour
v509
PEN
PENUMBRA INC
$324.75
-0.74%
$325.40 (+0.20%)
as of 08/18 06:53 PM
Option Volume
Detail
Current (08/18)
89
Calls:
35
(39%)
Puts:
54
(61%)
Prior (08/17)
24
Calls:
6
(25%)
Puts:
18
(75%)
Current vs Prior
+270.83%
Calls:
+483.33%
(Calls)
Puts:
+200.00%
(Puts)
Prior 7-Day Total
492
Calls:
28
(6%)
Puts:
464
(94%)
Prior 7-Day Average
70
Calls:
4
(6%)
Puts:
66
(94%)
Current vs Prior 7-Day Avg
+26.63%
Calls:
+775.00%
Puts:
-18.53%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/18)
$179.9K
Calls:
$11.3K
(6%)
Puts:
$168.6K
(94%)
Prior (08/17)
$62.1K
Calls:
$3.6K
(6%)
Puts:
$58.6K
(94%)
Current vs Prior
+189.47%
Calls:
+215.56%
Puts:
+187.87%
Prior 7-Day Total
$1.29M
Calls:
$11.8K
(1%)
Puts:
$1.28M
(99%)
Prior 7-Day Average
$184.5K
Calls:
$1.7K
(1%)
Puts:
$182.8K
(99%)
Current vs Prior 7-Day Avg
-2.49%
Calls:
+573.97%
Puts:
-7.78%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/18)
1.54
Prior (08/17)
3.00
Current vs Prior
-48.57%
Prior 7-Day Average
3.45
Current vs Prior 7-Day Avg
-55.29%
Sentiment
BEARISH
Open Interest
Detail
Current (08/18)
721
Calls:
85
(12%)
Puts:
636
(88%)
Prior (08/17)
680
Calls:
--
(0%)
Puts:
680
(100%)
Current vs Prior
+6.03%
Prior 7-Day Total
8,855
Calls:
12
(0%)
Puts:
8,843
(100%)
Prior 7-Day Average
1,265
Calls:
12
(1%)
Puts:
1,263
(99%)
Current vs Prior 7-Day Avg
-43.00%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current
4.76% | 6.13%4.76% | 6.13%
Prior
6.08% | 6.72%6.08% | 6.72%
Current vs Prior
-21.78% | -8.79%-21.78% | -8.79%
Prior 7-Day Avg
5.06% | 7.73%5.06% | 7.73%
Current vs 7-Day Avg
-5.98% | -20.68%-5.98% | -20.68%
Prior 7-Day Eod
6.08% | 6.72%6.08% | 6.72%
Current vs 7-Day Eod
-21.78% | -8.79%-21.78% | -8.79%
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 ($168.6K) vs calls ($11.3K). Massive premium surge with dollar volume up 189% vs prior. Unusually high activity with volume up 271% vs prior - elevated interest. Extreme bearish P/C ratio of 1.54 - 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
35
Total Puts
54
Put/Call Ratio
1.54
Net Difference
-19
Prior's Put/Call Breakdown
Total Calls
6
Total Puts
18
Put/Call Ratio
3.00
Net Difference
-12
Prior 7-Day Put/Call Summary
Total Calls
28
Total Puts
464
Average Put/Call Ratio
3.45
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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