Tour
v526
PEN
PENUMBRA INC
$323.76
-0.94%
Option Volume
Detail
Current (08/20)
210
Calls:
6
(3%)
Puts:
204
(97%)
Prior (08/19)
42
Calls:
1
(2%)
Puts:
41
(98%)
Current vs Prior
+400.00%
Calls:
+500.00%
(Calls)
Puts:
+397.56%
(Puts)
Prior 7-Day Total
398
Calls:
61
(15%)
Puts:
337
(85%)
Prior 7-Day Average
56
Calls:
8
(15%)
Puts:
48
(85%)
Current vs Prior 7-Day Avg
+269.35%
Calls:
-31.15%
Puts:
+323.74%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/20)
$279.2K
Calls:
$1.1K
(0%)
Puts:
$278.1K
(100%)
Prior (08/19)
$104.5K
Calls:
$500
(0%)
Puts:
$104.0K
(100%)
Current vs Prior
+167.09%
Calls:
+110.00%
Puts:
+167.36%
Prior 7-Day Total
$1.09M
Calls:
$22.7K
(2%)
Puts:
$1.07M
(98%)
Prior 7-Day Average
$155.5K
Calls:
$3.2K
(2%)
Puts:
$152.2K
(98%)
Current vs Prior 7-Day Avg
+79.59%
Calls:
-67.62%
Puts:
+82.72%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/20)
34.00
Prior (08/19)
41.00
Current vs Prior
-17.07%
Prior 7-Day Average
3.53
Current vs Prior 7-Day Avg
+863.69%
Sentiment
BEARISH
Open Interest
Detail
Current (08/20)
377
Calls:
--
(0%)
Puts:
377
(100%)
Prior (08/19)
2,222
Calls:
--
(0%)
Puts:
2,222
(100%)
Current vs Prior
-83.03%
Prior 7-Day Total
6,953
Calls:
97
(1%)
Puts:
6,856
(99%)
Prior 7-Day Average
993
Calls:
48
(5%)
Puts:
979
(95%)
Current vs Prior 7-Day Avg
-62.05%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current
4.31% | 6.15%4.31% | 6.15%
Prior
4.73% | 6.09%4.73% | 6.09%
Current vs Prior
-8.85% | +0.95%-8.85% | +0.95%
Prior 7-Day Avg
5.01% | 6.78%5.01% | 6.78%
Current vs 7-Day Avg
-14.06% | -9.31%-14.06% | -9.31%
Prior 7-Day Eod
4.73% | 6.09%4.73% | 6.09%
Current vs 7-Day Eod
-8.85% | +0.95%-8.85% | +0.95%
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
Add Card
AI Insights
Strong bearish conviction with 100% of dollar volume in puts ($278.1K) vs calls ($1.1K). Massive premium surge with dollar volume up 167% vs prior. Dollar volume significantly above 7-day average (80% higher). Unusually high activity with volume up 400% vs prior - elevated interest.
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
204
Put/Call Ratio
34.00
Net Difference
-198
Prior's Put/Call Breakdown
Total Calls
1
Total Puts
41
Put/Call Ratio
41.00
Net Difference
-40
Prior 7-Day Put/Call Summary
Total Calls
61
Total Puts
337
Average Put/Call Ratio
3.53
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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