PENN Entertainment Inc. (PENN)
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, 2025IV High
137.29% on Oct 02, 2025Open Interest (OI)
Today's Open Interest
115,112Put-Call Ratio
0.41Put Open Interest
33,574Call Open Interest
81,538Open Interest Avg (30-day)
108,278Today vs Open Interest Avg (30-day)
106.31%Option Volume
Today's Volume
1,088Put-Call Ratio
0.13Put Volume
128Call Volume
960Volume Avg (30-day)
2,049Today 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 |