We investigate the structure in depth of a sunspot penumbra by means of the inversion code of the radiative transfer equation proposed by Ruiz Cobo & del Toro Iniesta (1992), applied to a set of filtergrams of a sunspot, scanning the Fe I line at 5576.1 A, with a sampling interval of 30 mA, from -120 to 120 mA from line center (data previously analyzed by Title et al. 1993). The temperature structure of this penumbra is obtained for each of the 801 pixels selected (0.32 sec x 0.32 sec). On the average, the temperatures seem to decrease as we move inward, but the differences are of the order of the rms values (approximately equal 100-200 K) at a given distance to sunspot center. The outer parts of the penumbra have also a bigger curvature in the T versus log tau5 relation than the inner parts. We realize, however, that these differences might be influenced by possible stray light effects. Compared to the quiet Sun, penumbral temperatures are cooler at deep layers and hotter at high layers. A mean penumbral model atmosphere is presented. The asymmetries observed in the intensity profile (the line is magnetically insensitive) are deduced to be produced by strong gradients of the line-of-sight velocity that sharply vary spatially along slices of almost constant distance to sunspot center. These variations suggest that such gradients are not only needed to explain the broadband circular polarization observed in sunspots (see Sanchez Almeida & Lites 1992) but are a main characteristic of the fine-scale penumbra. The results are compatible with an Evershed flow present everywhere, but its gradient with depth turns out to vary so that the flow seems to be mainly concentrated in some penumbral fibrils when studied through Dopplergrams. Finally, as by-products of this study, we put constraints to the practical usefulness of the Eddington-Barbier relation, and we explain the values of the Fourier Dopplergrams to be carrying information of layers around the centroid of the generalized response function of Dopplergrams to velocity fluctuations.