PENN Entertainment Inc. (PENN)
NASDAQ: PENN
· Real-Time Price · USD
18.67
0.43 (2.36%)
At close: Aug 18, 2025, 3:59 PM
18.70
0.19%
After-hours: Aug 18, 2025, 06:15 PM EDT
PENN Option Overview
Overview for all option chains of PENN. As of August 17, 2025, PENN options have an IV of 87.42% and an IV rank of 75.9%. The volume is 21,382 contracts, which is 544.76% of average daily volume of 3,925 contracts. The volume put-call ratio is 0.07, indicating a bullish sentiment in the market.
Implied Volatility
Implied Volatility (30d)
87.42%IV Rank
75.9%Historical Volatility
41.38%IV Low
53.22% on Feb 20, 2025IV High
98.28% on Aug 06, 2025Open Interest (OI)
Today's Open Interest
202,567Put-Call Ratio
0.32Put Open Interest
48,714Call Open Interest
153,853Open Interest Avg (30-day)
177,379Today vs Open Interest Avg (30-day)
114.2%Option Volume
Today's Volume
21,382Put-Call Ratio
0.07Put Volume
1,386Call Volume
19,996Volume Avg (30-day)
3,925Today vs Volume Avg (30-day)
544.76%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 |
Aug 22, 2025 | 1,426 | 184 | 0.13 | 911 | 967 | 1.06 | 218.29% | 17 |
Aug 29, 2025 | 376 | 73 | 0.19 | 695 | 913 | 1.31 | 118.34% | 17.5 |
Sep 05, 2025 | 55 | 73 | 1.33 | 191 | 216 | 1.13 | 56.51% | 18 |
Sep 12, 2025 | 80 | 9 | 0.11 | 153 | 34 | 0.22 | 54.47% | 16.5 |
Sep 19, 2025 | 844 | 738 | 0.87 | 84,082 | 21,201 | 0.25 | 62.84% | 17.5 |
Sep 26, 2025 | 14 | 20 | 1.43 | 65 | 98 | 1.51 | 50.34% | 18 |
Oct 17, 2025 | 10,520 | 157 | 0.01 | 30,437 | 7,603 | 0.25 | 50.43% | 18 |
Dec 19, 2025 | 6,344 | 22 | 0 | 8,458 | 1,738 | 0.21 | 52.59% | 18 |
Jan 16, 2026 | 267 | 5 | 0.02 | 21,093 | 10,231 | 0.49 | 52.3% | 17.5 |
Mar 20, 2026 | 25 | 5 | 0.2 | 49 | 43 | 0.88 | 48.8% | 18 |
Apr 17, 2026 | 1 | 2 | 2 | 0 | 0 | 0 | 48.1% | 9 |
Jun 18, 2026 | 8 | 34 | 4.25 | 40 | 98 | 2.45 | 49.13% | 17 |
Sep 18, 2026 | 6 | 64 | 10.67 | 11 | 16 | 1.45 | 47.43% | 20 |
Jan 15, 2027 | 30 | 0 | 0 | 7,668 | 5,556 | 0.72 | 48.08% | 20 |