Tour
v526
PEN
PENUMBRA INC
$321.68
+0.21%
Option Volume
Detail
Current (08/28)
28
Calls:
2
(7%)
Puts:
26
(93%)
Prior (08/27)
49
Calls:
2
(4%)
Puts:
47
(96%)
Current vs Prior
-42.86%
Calls:
+0.00%
(Calls)
Puts:
-44.68%
(Puts)
Prior 7-Day Total
2,564
Calls:
119
(5%)
Puts:
2,445
(95%)
Prior 7-Day Average
366
Calls:
17
(5%)
Puts:
349
(95%)
Current vs Prior 7-Day Avg
-92.36%
Calls:
-88.24%
Puts:
-92.56%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/28)
$42.5K
Calls:
$300
(1%)
Puts:
$42.2K
(99%)
Prior (08/27)
$485.9K
Calls:
$350
(0%)
Puts:
$485.5K
(100%)
Current vs Prior
-91.26%
Calls:
-14.29%
Puts:
-91.32%
Prior 7-Day Total
$30.38M
Calls:
$24.9K
(0%)
Puts:
$30.36M
(100%)
Prior 7-Day Average
$4.34M
Calls:
$3.6K
(0%)
Puts:
$4.34M
(100%)
Current vs Prior 7-Day Avg
-99.02%
Calls:
-91.58%
Puts:
-99.03%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/28)
13.00
Prior (08/27)
23.50
Current vs Prior
-44.68%
Prior 7-Day Average
3.29
Current vs Prior 7-Day Avg
+294.69%
Sentiment
BEARISH
Open Interest
Detail
Current (08/28)
50
Calls:
--
(0%)
Puts:
50
(100%)
Prior (08/27)
1,324
Calls:
--
(0%)
Puts:
1,324
(100%)
Current vs Prior
-96.22%
Prior 7-Day Total
8,435
Calls:
85
(1%)
Puts:
8,350
(99%)
Prior 7-Day Average
1,205
Calls:
85
(7%)
Puts:
1,192
(93%)
Current vs Prior 7-Day Avg
-95.85%
Sentiment
BULLISH
Expected Move
Detail
Expiry (09/18) | Next (10/16)
Current
6.19% | 13.06%
Prior
6.23% | 13.08%
Current vs Prior
-0.71% | -0.21%
Prior 7-Day Avg
5.50% | 9.78%
Current vs 7-Day Avg
+12.57% | +33.55%
Prior 7-Day Eod
6.23% | 13.08%
Current vs 7-Day Eod
-0.71% | -0.21%
Sentiment
BULLISH
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 99% of dollar volume in puts ($42.2K) vs calls ($300). Light premium activity with dollar volume down 91% vs prior. Below-average activity with volume down 43% vs prior. Extreme bearish P/C ratio of 13.00 - 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
26
Put/Call Ratio
13.00
Net Difference
-24
Prior's Put/Call Breakdown
Total Calls
2
Total Puts
47
Put/Call Ratio
23.50
Net Difference
-45
Prior 7-Day Put/Call Summary
Total Calls
119
Total Puts
2,445
Average Put/Call Ratio
3.29
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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