Tour
v526
PEN
PENUMBRA INC
$326.84
+0.64%
Option Volume
Detail
Current (08/19)
42
Calls:
1
(2%)
Puts:
41
(98%)
Prior (08/18)
89
Calls:
35
(39%)
Puts:
54
(61%)
Current vs Prior
-52.81%
Calls:
-97.14%
(Calls)
Puts:
-24.07%
(Puts)
Prior 7-Day Total
473
Calls:
63
(13%)
Puts:
410
(87%)
Prior 7-Day Average
67
Calls:
9
(13%)
Puts:
58
(87%)
Current vs Prior 7-Day Avg
-37.84%
Calls:
-88.89%
Puts:
-30.00%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/19)
$104.5K
Calls:
$500
(0%)
Puts:
$104.0K
(100%)
Prior (08/18)
$179.9K
Calls:
$11.3K
(6%)
Puts:
$168.6K
(94%)
Current vs Prior
-41.89%
Calls:
-95.58%
Puts:
-38.28%
Prior 7-Day Total
$1.36M
Calls:
$23.1K
(2%)
Puts:
$1.34M
(98%)
Prior 7-Day Average
$194.9K
Calls:
$3.3K
(2%)
Puts:
$191.6K
(98%)
Current vs Prior 7-Day Avg
-46.36%
Calls:
-84.82%
Puts:
-45.70%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/19)
41.00
Prior (08/18)
1.54
Current vs Prior
+2557.41%
Prior 7-Day Average
3.53
Current vs Prior 7-Day Avg
+1062.10%
Sentiment
BEARISH
Open Interest
Detail
Current (08/19)
2,222
Calls:
--
(0%)
Puts:
2,222
(100%)
Prior (08/18)
721
Calls:
85
(12%)
Puts:
636
(88%)
Current vs Prior
+208.18%
Prior 7-Day Total
7,495
Calls:
97
(1%)
Puts:
7,398
(99%)
Prior 7-Day Average
1,070
Calls:
48
(4%)
Puts:
1,056
(96%)
Current vs Prior 7-Day Avg
+107.53%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current
4.73% | 6.09%4.73% | 6.09%
Prior
4.76% | 6.13%4.76% | 6.13%
Current vs Prior
-0.64% | -0.64%-0.64% | -0.64%
Prior 7-Day Avg
4.86% | 7.05%4.86% | 7.05%
Current vs 7-Day Avg
-2.82% | -13.61%-2.82% | -13.61%
Prior 7-Day Eod
4.76% | 6.13%4.76% | 6.13%
Current vs 7-Day Eod
-0.64% | -0.64%-0.64% | -0.64%
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 100% of dollar volume in puts ($104.0K) vs calls ($500). Below-average activity with volume down 53% vs prior. Extreme bearish P/C ratio of 41.00 - heavy put buying. P/C ratio rising 2557% - increased hedging/bearish positioning.
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
1
Total Puts
41
Put/Call Ratio
41.00
Net Difference
-40
Prior's Put/Call Breakdown
Total Calls
35
Total Puts
54
Put/Call Ratio
1.54
Net Difference
-19
Prior 7-Day Put/Call Summary
Total Calls
63
Total Puts
410
Average Put/Call Ratio
3.53
Ratio Trend
Rising
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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