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 Daily Delta Exposure
PENN's current Delta Exposure (DEX) is 439.92K shares, which is 25% larger than the 3M average of 352.35K shares. During this period, DEX ranged from 92.93K on Jul 15, 2025 to 686.47K on Sep 5, 2025, with dealers maintaining net short exposure requiring continuous hedging.
DEX History
Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Oct 3, 2025 | 590,723.3 | -150,805.23 | 439,918.07 | 0.26 |
Oct 2, 2025 | 600,259.98 | -152,765.2 | 447,494.78 | 0.25 |
Oct 1, 2025 | 607,458.42 | -153,410.36 | 454,048.06 | 0.25 |
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