PENN Entertainment Inc. (PENN) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

PENN Entertainment Inc.

NASDAQ: PENN · Real-Time Price · USD
19.00
-0.14 (-0.73%)
At close: Oct 03, 2025, 3:59 PM
18.75
-1.32%
After-hours: Oct 03, 2025, 07:39 PM EDT

PENN Option Overview

Overview for all option chains of PENN. As of October 04, 2025, PENN options have an IV of 54.36% and an IV rank of 2.75%. The volume is 1,088 contracts, which is 53.1% of average daily volume of 2,049 contracts. The volume put-call ratio is 0.13, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
54.36%
IV Rank
2.75%
Historical Volatility
26.75%
IV Low
52.02% on Feb 20, 2025
IV High
137.29% on Oct 02, 2025

Open Interest (OI)

Today's Open Interest
115,112
Put-Call Ratio
0.41
Put Open Interest
33,574
Call Open Interest
81,538
Open Interest Avg (30-day)
108,278
Today vs Open Interest Avg (30-day)
106.31%

Option Volume

Today's Volume
1,088
Put-Call Ratio
0.13
Put Volume
128
Call Volume
960
Volume Avg (30-day)
2,049
Today vs Volume Avg (30-day)
53.1%

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
Oct 10, 2025 238 27 0.11 1,022 536 0.52 242.11% 19
Oct 17, 2025 346 50 0.14 28,451 13,344 0.47 57.66% 18
Oct 24, 2025 66 5 0.08 303 140 0.46 47.83% 19
Oct 31, 2025 17 15 0.88 213 178 0.84 51.07% 19
Nov 07, 2025 13 12 0.92 104 24 0.23 54.76% 19.5
Nov 14, 2025 0 1 0 0 21 0 50.64% 20.5
Nov 21, 2025 72 5 0.07 1,165 495 0.42 53.38% 19
Dec 19, 2025 151 6 0.04 16,262 2,038 0.13 55.12% 18
Jan 16, 2026 35 0 0 23,046 10,301 0.45 52.83% 17.5
Mar 20, 2026 17 7 0.41 500 260 0.52 51.62% 17
Apr 17, 2026 0 0 0 813 4 0 48.48% 9
Jun 18, 2026 0 0 0 127 178 1.4 49.49% 17
Sep 18, 2026 0 0 0 283 365 1.29 48.9% 17
Jan 15, 2027 4 0 0 9,184 5,687 0.62 50.41% 17.5
Jan 21, 2028 1 0 0 65 3 0.05 48.37% 10