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 Entertainment Greeks
Delta, Gamma, Theta, and Vega Greek Charts for PENN options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 10.00 | 0.8211 | 0.0278 | -0.27 | 0.0085 |
| 11.00 | 0.8081 | 0.0346 | -0.2406 | 0.0089 |
| 12.00 | 0.7715 | 0.0435 | -0.2462 | 0.0102 |
| 12.50 | 0.8033 | 0.0470 | -0.1844 | 0.0090 |
| 13.00 | 0.7752 | 0.0544 | -0.1935 | 0.0100 |
| 13.50 | 0.6925 | 0.0602 | -0.2679 | 0.0124 |
| 14.00 | 0.6585 | 0.0663 | -0.2799 | 0.0133 |
| 14.50 | 0.7165 | 0.0816 | -0.1783 | 0.0117 |
| 15.00 | 0.7895 | 0.0740 | -0.1211 | 0.0087 |
| 15.50 | 0.6878 | 0.1133 | -0.1458 | 0.0125 |
| 16.00 | 0.6108 | 0.1288 | -0.1704 | 0.0143 |
| 16.50 | 0.7159 | 0.1364 | -0.1055 | 0.0107 |
| 17.00 | 0.7097 | 0.1872 | -0.0797 | 0.0111 |
| 17.50 | 0.6125 | 0.2852 | -0.0791 | 0.0140 |
| 18.00 | 0.4646 | 0.3708 | -0.0977 | 0.0168 |
| 18.50 | 0.3086 | 0.6284 | -0.0629 | 0.0193 |
| 19.00 | -0.0303 | 0.7131 | -0.0642 | 0.0208 |
| 19.50 | -0.3911 | 0.6629 | -0.0526 | 0.0183 |
| 20.00 | -0.4554 | 0.3975 | -0.0819 | 0.0170 |
| 20.50 | -0.5883 | 0.2899 | -0.0793 | 0.0141 |
| 21.00 | -0.7111 | 0.2293 | -0.0603 | 0.0113 |
| 21.50 | -0.6564 | 0.1966 | -0.0909 | 0.0127 |
| 22.00 | -0.8303 | 0.0913 | -0.048 | 0.0066 |
| 22.50 | -0.6478 | 0.1579 | -0.119 | 0.0134 |
| 23.00 | -0.4506 | 0.1305 | -0.2436 | 0.0173 |
| 23.50 | -0.5496 | 0.1285 | -0.1986 | 0.0157 |
| 24.00 | -0.4865 | 0.1127 | -0.262 | 0.0166 |
| 24.50 | -0.5086 | 0.1066 | -0.2639 | 0.0162 |
| 25.00 | -0.6453 | 0.1042 | -0.1831 | 0.0136 |
| 25.50 | -0.5337 | 0.0953 | -0.2777 | 0.0159 |
| 26.00 | -0.55 | 0.0906 | -0.2801 | 0.0155 |
| 26.50 | -0.5598 | 0.0865 | -0.286 | 0.0153 |
| 27.00 | -0.5582 | 0.0830 | -0.2996 | 0.0154 |
| 27.50 | -0.5717 | 0.0794 | -0.301 | 0.0151 |
| 28.00 | -0.5793 | 0.0764 | -0.3061 | 0.0149 |
| 28.50 | -0.5864 | 0.0737 | -0.3111 | 0.0148 |
| 29.00 | -0.5981 | 0.0709 | -0.3115 | 0.0145 |
| 29.50 | -0.6094 | 0.0684 | -0.3116 | 0.0143 |
| 30.00 | -0.6049 | 0.0667 | -0.3247 | 0.0144 |
| 30.50 | -0.6103 | 0.0647 | -0.3289 | 0.0142 |
| 31.00 | -0.6154 | 0.0629 | -0.333 | 0.0141 |
| 31.50 | -0.6202 | 0.0611 | -0.3369 | 0.0140 |
| 32.00 | -0.6246 | 0.0596 | -0.3407 | 0.0139 |
| 32.50 | -0.6289 | 0.0581 | -0.3444 | 0.0138 |
| 33.00 | -0.6238 | 0.0571 | -0.3573 | 0.0140 |
| 33.50 | -0.6415 | 0.0551 | -0.3466 | 0.0135 |
| 34.00 | -0.6404 | 0.0541 | -0.3548 | 0.0135 |
| 34.50 | -0.6439 | 0.0530 | -0.358 | 0.0135 |
| 35.00 | -0.6472 | 0.0518 | -0.3612 | 0.0133 |