Tour
v526
PEN
PENUMBRA INC
$323.10
+0.44%
Option Volume
Detail
Current (08/31)
32
Calls:
12
(38%)
Puts:
20
(62%)
Prior (08/28)
28
Calls:
2
(7%)
Puts:
26
(93%)
Current vs Prior
+14.29%
Calls:
+500.00%
(Calls)
Puts:
-23.08%
(Puts)
Prior 7-Day Total
2,503
Calls:
86
(3%)
Puts:
2,417
(97%)
Prior 7-Day Average
357
Calls:
12
(3%)
Puts:
345
(97%)
Current vs Prior 7-Day Avg
-91.05%
Calls:
-2.33%
Puts:
-94.21%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/31)
$87.1K
Calls:
$3.0K
(3%)
Puts:
$84.1K
(97%)
Prior (08/28)
$42.5K
Calls:
$300
(1%)
Puts:
$42.2K
(99%)
Current vs Prior
+105.19%
Calls:
+888.33%
Puts:
+99.62%
Prior 7-Day Total
$30.24M
Calls:
$13.9K
(0%)
Puts:
$30.23M
(100%)
Prior 7-Day Average
$4.32M
Calls:
$2.0K
(0%)
Puts:
$4.32M
(100%)
Current vs Prior 7-Day Avg
-97.98%
Calls:
+49.07%
Puts:
-98.05%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/31)
1.67
Prior (08/28)
13.00
Current vs Prior
-87.18%
Prior 7-Day Average
3.79
Current vs Prior 7-Day Avg
-56.00%
Sentiment
BEARISH
Open Interest
Detail
Current (08/31)
435
Calls:
85
(20%)
Puts:
350
(80%)
Prior (08/28)
50
Calls:
--
(0%)
Puts:
50
(100%)
Current vs Prior
+770.00%
Prior 7-Day Total
7,764
Calls:
--
(0%)
Puts:
7,764
(100%)
Prior 7-Day Average
1,109
Calls:
--
(0%)
Puts:
1,109
(100%)
Current vs Prior 7-Day Avg
-60.78%
Sentiment
BULLISH
Expected Move
Detail
Expiry (09/18) | Next (10/16)
Current
6.16% | 12.36%
Prior
6.19% | 13.06%
Current vs Prior
-0.44% | -5.30%
Prior 7-Day Avg
5.70% | 10.77%
Current vs 7-Day Avg
+8.06% | +14.85%
Prior 7-Day Eod
6.19% | 13.06%
Current vs 7-Day Eod
-0.44% | -5.30%
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 97% of dollar volume in puts ($84.1K) vs calls ($3.0K). Massive premium surge with dollar volume up 105% vs prior. Extreme bearish P/C ratio of 1.67 - heavy put buying. P/C ratio dropping 87% - sentiment shifting bullish.
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
12
Total Puts
20
Put/Call Ratio
1.67
Net Difference
-8
Prior's Put/Call Breakdown
Total Calls
2
Total Puts
26
Put/Call Ratio
13.00
Net Difference
-24
Prior 7-Day Put/Call Summary
Total Calls
86
Total Puts
2,417
Average Put/Call Ratio
3.79
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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