Price Alert

PENN Entertainment Inc. (PENN)

NASDAQ: PENN · Real-Time Price · USD

20.47

0.82 (4.17%)

At close: Sep 05, 2025, 3:59 PM

20.50

0.14%

After-hours: Sep 05, 2025, 06:59 PM EDT

PENN Option Overview

Overview for all option chains of PENN. As of September 07, 2025, PENN options have an IV of 63.74% and an IV rank of 26.59%. The volume is 12,503 contracts, which is 280.78% of average daily volume of 4,453 contracts. The volume put-call ratio is 0.03, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)

63.74%

IV Rank

26.59%

Historical Volatility

32.8%

IV Low

53.22% on Feb 20, 2025

IV High

92.79% on Sep 04, 2025

Open Interest (OI)

Today's Open Interest

216,523

Put-Call Ratio

0.35

Put Open Interest

56,381

Call Open Interest

160,142

Open Interest Avg (30-day)

208,238

Today vs Open Interest Avg (30-day)

103.98%

Option Volume

Today's Volume

12,503

Put-Call Ratio

0.03

Put Volume

349

Call Volume

12,154

Volume Avg (30-day)

4,453

Today vs Volume Avg (30-day)

280.78%

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
Sep 12, 2025	2,860	142	0.05	603	687	1.14	162.18%	18.5
Sep 19, 2025	1,301	45	0.03	83,949	22,427	0.27	63.45%	17.5
Sep 26, 2025	22	13	0.59	229	4,201	18.34	64.03%	18
Oct 03, 2025	17	28	1.65	59	94	1.59	58.03%	19
Oct 10, 2025	0	3	0	9	19	2.11	44.3%	15
Oct 17, 2025	7,748	99	0.01	31,433	10,736	0.34	52.64%	18
Oct 24, 2025	4	0	0	0	1	0	42.02%	14.5
Dec 19, 2025	38	7	0.18	10,981	1,891	0.17	55.77%	18
Jan 16, 2026	83	8	0.1	22,905	10,237	0.45	52.48%	17.5
Mar 20, 2026	35	4	0.11	246	105	0.43	47.57%	17
Apr 17, 2026	0	0	0	749	4	0.01	46.62%	9
Jun 18, 2026	5	0	0	73	160	2.19	52%	17
Sep 18, 2026	11	0	0	107	241	2.25	47.4%	20
Jan 15, 2027	30	0	0	8,799	5,578	0.63	45.27%	17.5