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 Delta Exposure By Expiry
The total Delta Exposure (DEX) for PENN across all expirations shows 439,918.07 net shares that market makers must hedge, with 590,723.3 from calls and 150,805.23 from puts. The put-call delta ratio of 0.26 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
PENN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 3,666.61 | -2,392.68 | 1,273.93 | 0.65 |
| Oct 17, 25 | 183,263.3 | -55,713.6 | 127,549.7 | 0.30 |
| Oct 24, 25 | 1,841.11 | -555.94 | 1,285.17 | 0.30 |
| Oct 31, 25 | 919.06 | -786.77 | 132.29 | 0.86 |
| Nov 7, 25 | 663.56 | -143.34 | 520.22 | 0.22 |
| Nov 14, 25 | 0 | -255.11 | -255.11 | n/a |
| Nov 21, 25 | 9,086.33 | -4,028.53 | 5,057.8 | 0.44 |
| Dec 19, 25 | 131,747.56 | -15,140.12 | 116,607.44 | 0.11 |
| Jan 16, 26 | 141,193.12 | -28,342.82 | 112,850.3 | 0.20 |
| Mar 20, 26 | 5,203.42 | -1,825.97 | 3,377.45 | 0.35 |
| Apr 17, 26 | 8,311.76 | -35.03 | 8,276.73 | 0.00 |
| Jun 18, 26 | 1,396.89 | -865.2 | 531.69 | 0.62 |
| Sep 18, 26 | 3,314.67 | -1,917.6 | 1,397.07 | 0.58 |
| Jan 15, 27 | 99,590.13 | -38,782.32 | 60,807.81 | 0.39 |
| Jan 21, 28 | 525.78 | -20.2 | 505.58 | 0.04 |