Tour
v526
PEN
PENUMBRA INC
$325.18
+0.44%
Option Volume
Detail
Current (08/21)
61
Calls:
31
(51%)
Puts:
30
(49%)
Prior (08/20)
210
Calls:
6
(3%)
Puts:
204
(97%)
Current vs Prior
-70.95%
Calls:
+416.67%
(Calls)
Puts:
-85.29%
(Puts)
Prior 7-Day Total
578
Calls:
64
(11%)
Puts:
514
(89%)
Prior 7-Day Average
82
Calls:
9
(11%)
Puts:
73
(89%)
Current vs Prior 7-Day Avg
-26.12%
Calls:
+239.06%
Puts:
-59.14%
Sentiment
BULLISH
Dollar Volume
Detail
Current (08/21)
$88.7K
Calls:
$3.2K
(4%)
Puts:
$85.4K
(96%)
Prior (08/20)
$279.2K
Calls:
$1.1K
(0%)
Puts:
$278.1K
(100%)
Current vs Prior
-68.24%
Calls:
+207.14%
Puts:
-69.28%
Prior 7-Day Total
$1.28M
Calls:
$23.3K
(2%)
Puts:
$1.25M
(98%)
Prior 7-Day Average
$182.5K
Calls:
$3.3K
(2%)
Puts:
$179.1K
(98%)
Current vs Prior 7-Day Avg
-51.40%
Calls:
-3.02%
Puts:
-52.30%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/21)
0.97
Prior (08/20)
34.00
Current vs Prior
-97.15%
Prior 7-Day Average
3.53
Current vs Prior 7-Day Avg
-72.57%
Sentiment
NEUTRAL
Open Interest
Detail
Current (08/21)
343
Calls:
--
(0%)
Puts:
343
(100%)
Prior (08/20)
377
Calls:
--
(0%)
Puts:
377
(100%)
Current vs Prior
-9.02%
Prior 7-Day Total
7,142
Calls:
97
(1%)
Puts:
7,045
(99%)
Prior 7-Day Average
1,020
Calls:
48
(5%)
Puts:
1,006
(95%)
Current vs Prior 7-Day Avg
-66.38%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current
4.75% | 6.12%4.75% | 6.12%
Prior
4.31% | 6.15%4.31% | 6.15%
Current vs Prior
+42.03% | +89.87%+10.27% | -0.44%
Prior 7-Day Avg
5.10% | 6.73%5.10% | 6.73%
Current vs 7-Day Avg
+19.90% | +73.36%-6.91% | -9.10%
Prior 7-Day Eod
4.31% | 6.15%4.31% | 6.15%
Current vs 7-Day Eod
+42.03% | +89.87%+10.27% | -0.44%
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 96% of dollar volume in puts ($85.4K) vs calls ($3.2K). Light premium activity with dollar volume down 68% vs prior. Below-average activity with volume down 71% vs prior. P/C ratio dropping 97% - sentiment shifting bullish.
Smart Money
BEARISH
Retail Flow
NEUTRAL
Overall
MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BEARISH
Prior
BEARISH
7-Day Avg
BEARISH
Current
NEUTRAL
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
NEUTRAL
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
31
Total Puts
30
Put/Call Ratio
0.97
Net Difference
1
Prior's Put/Call Breakdown
Total Calls
6
Total Puts
204
Put/Call Ratio
34.00
Net Difference
-198
Prior 7-Day Put/Call Summary
Total Calls
64
Total Puts
514
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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