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 Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for PENN across all expirations is 83,773.89 shares per 1% move, with 132,683.02 from calls and 48,909.13 from puts. The put-call GEX ratio of 0.37 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
PENN GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 10, 25 | 2,550.29 | -1,453.13 | 1,097.16 | 0.57 |
| Oct 17, 25 | 69,522.16 | -32,218.58 | 37,303.58 | 0.46 |
| Oct 24, 25 | 591.55 | -249.8 | 341.75 | 0.42 |
| Oct 31, 25 | 430.65 | -345.41 | 85.24 | 0.80 |
| Nov 7, 25 | 212.29 | -43.28 | 169.01 | 0.20 |
| Nov 14, 25 | 0 | -49.19 | -49.19 | n/a |
| Nov 21, 25 | 2,174.26 | -844.78 | 1,329.48 | 0.39 |
| Dec 19, 25 | 24,542.17 | -3,289.28 | 21,252.89 | 0.13 |
| Jan 16, 26 | 25,234.19 | -6,206.38 | 19,027.81 | 0.25 |
| Mar 20, 26 | 497.91 | -295.62 | 202.29 | 0.59 |
| Apr 17, 26 | 912.8 | -3.3 | 909.5 | 0.00 |
| Jun 18, 26 | 102.06 | -136.77 | -34.71 | 1.34 |
| Sep 18, 26 | 189.96 | -245.4 | -55.44 | 1.29 |
| Jan 15, 27 | 5,683.88 | -3,526.52 | 2,157.36 | 0.62 |
| Jan 21, 28 | 38.85 | -1.69 | 37.16 | 0.04 |