Tour
v526
PEN
PENUMBRA INC
$321.00
-0.63%
Option Volume
Detail
Current (08/27)
49
Calls:
2
(4%)
Puts:
47
(96%)
Prior (08/26)
2,062
Calls:
11
(1%)
Puts:
2,051
(99%)
Current vs Prior
-97.62%
Calls:
-81.82%
(Calls)
Puts:
-97.71%
(Puts)
Prior 7-Day Total
2,539
Calls:
123
(5%)
Puts:
2,416
(95%)
Prior 7-Day Average
362
Calls:
17
(5%)
Puts:
345
(95%)
Current vs Prior 7-Day Avg
-86.49%
Calls:
-88.62%
Puts:
-86.38%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/27)
$485.9K
Calls:
$350
(0%)
Puts:
$485.5K
(100%)
Prior (08/26)
$29.14M
Calls:
$1.8K
(0%)
Puts:
$29.14M
(100%)
Current vs Prior
-98.33%
Calls:
-80.56%
Puts:
-98.33%
Prior 7-Day Total
$29.96M
Calls:
$28.2K
(0%)
Puts:
$29.93M
(100%)
Prior 7-Day Average
$4.28M
Calls:
$4.0K
(0%)
Puts:
$4.28M
(100%)
Current vs Prior 7-Day Avg
-88.65%
Calls:
-91.30%
Puts:
-88.64%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/27)
23.50
Prior (08/26)
186.45
Current vs Prior
-87.40%
Prior 7-Day Average
3.01
Current vs Prior 7-Day Avg
+681.25%
Sentiment
BEARISH
Open Interest
Detail
Current (08/27)
1,324
Calls:
--
(0%)
Puts:
1,324
(100%)
Prior (08/26)
2,690
Calls:
--
(0%)
Puts:
2,690
(100%)
Current vs Prior
-50.78%
Prior 7-Day Total
7,791
Calls:
85
(1%)
Puts:
7,706
(99%)
Prior 7-Day Average
1,113
Calls:
85
(7%)
Puts:
1,100
(93%)
Current vs Prior 7-Day Avg
+18.96%
Sentiment
BULLISH
Expected Move
Detail
Expiry (09/18) | Next (10/16)
Current
6.23% | 13.08%
Prior
6.16% | 12.99%
Current vs Prior
+1.14% | +0.76%
Prior 7-Day Avg
5.47% | 8.87%
Current vs 7-Day Avg
+13.81% | +47.56%
Prior 7-Day Eod
6.16% | 12.99%
Current vs 7-Day Eod
+1.14% | +0.76%
Sentiment
BEARISH
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 ($485.5K) vs calls ($350). Light premium activity with dollar volume down 98% vs prior. Below-average activity with volume down 98% vs prior. Extreme bearish P/C ratio of 23.50 - 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
2
Total Puts
47
Put/Call Ratio
23.50
Net Difference
-45
Prior's Put/Call Breakdown
Total Calls
11
Total Puts
2,051
Put/Call Ratio
186.45
Net Difference
-2,040
Prior 7-Day Put/Call Summary
Total Calls
123
Total Puts
2,416
Average Put/Call Ratio
3.01
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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