PENN Entertainment Inc.

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, 2025
IV High
105.29% on Aug 06, 2025

Open Interest (OI)

Today's Open Interest
246,982
Put-Call Ratio
0.36
Put Open Interest
65,075
Call Open Interest
181,907
Open Interest Avg (30-day)
199,191
Today vs Open Interest Avg (30-day)
123.99%

Option Volume

Today's Volume
3,968
Put-Call Ratio
0.38
Put Volume
1,087
Call Volume
2,881
Volume Avg (30-day)
6,326
Today 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