PENN Entertainment Inc. (PENN)
NASDAQ: PENN
· Real-Time Price · USD
18.23
0.25 (1.39%)
At close: Aug 15, 2025, 3:59 PM
18.35
0.63%
After-hours: Aug 15, 2025, 07:52 PM EDT
PENN Option Overview
Overview for all option chains of PENN. As of August 15, 2025, PENN options have an IV of 63.86% and an IV rank of 20.43%. The volume is 3,968 contracts, which is 62.73% of average daily volume of 6,326 contracts. The volume put-call ratio is 0.38, indicating a bullish sentiment in the market.
Implied Volatility
Implied Volatility (30d)
63.86%IV Rank
20.43%Historical Volatility
41.18%IV Low
53.22% on Feb 20, 2025IV High
105.29% on Aug 06, 2025Open Interest (OI)
Today's Open Interest
246,982Put-Call Ratio
0.36Put Open Interest
65,075Call Open Interest
181,907Open Interest Avg (30-day)
199,191Today vs Open Interest Avg (30-day)
123.99%Option Volume
Today's Volume
3,968Put-Call Ratio
0.38Put Volume
1,087Call Volume
2,881Volume Avg (30-day)
6,326Today vs Volume Avg (30-day)
62.73%Option Chain Statistics
This table provides a comprehensive overview of all PENN options grouped by their expiration dates.
Expiration | Call Vol | Put Vol | P/C Vol | Call OI | Put OI | P/C OI | Implied Volatility | Max Pain |
Aug 15, 2025 | 1,476 | 70 | 0.05 | 28,189 | 15,893 | 0.56 | 241.57% | 17 |
Aug 22, 2025 | 121 | 42 | 0.35 | 811 | 939 | 1.16 | 160% | 17 |
Aug 29, 2025 | 106 | 65 | 0.61 | 680 | 866 | 1.27 | 63.86% | 17.5 |
Sep 05, 2025 | 24 | 788 | 32.83 | 200 | 807 | 4.04 | 54.89% | 18 |
Sep 12, 2025 | 23 | 5 | 0.22 | 131 | 30 | 0.23 | 50.12% | 16.5 |
Sep 19, 2025 | 407 | 67 | 0.16 | 83,934 | 21,165 | 0.25 | 64.27% | 17.5 |
Sep 26, 2025 | 2 | 13 | 6.5 | 63 | 85 | 1.35 | 47.88% | 18 |
Oct 17, 2025 | 472 | 5 | 0.01 | 30,779 | 7,600 | 0.25 | 64.25% | 18 |
Dec 19, 2025 | 49 | 15 | 0.31 | 8,434 | 1,733 | 0.21 | 54.31% | 18 |
Jan 16, 2026 | 26 | 16 | 0.62 | 21,090 | 10,245 | 0.49 | 51.23% | 17.5 |
Mar 20, 2026 | 1 | 1 | 1 | 48 | 42 | 0.88 | 51.85% | 18 |
Apr 17, 2026 | 0 | 0 | 0 | 0 | 0 | 0 | 47.21% | 9 |
Jun 18, 2026 | 0 | 0 | 0 | 40 | 98 | 2.45 | 48.2% | 17 |
Sep 18, 2026 | 10 | 0 | 0 | 1 | 16 | 16 | 45.86% | 20 |
Jan 15, 2027 | 164 | 0 | 0 | 7,507 | 5,556 | 0.74 | 48.43% | 20 |