PENN Entertainment Inc.

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, 2025
IV High
98.28% on Aug 06, 2025

Open Interest (OI)

Today's Open Interest
202,567
Put-Call Ratio
0.32
Put Open Interest
48,714
Call Open Interest
153,853
Open Interest Avg (30-day)
177,379
Today vs Open Interest Avg (30-day)
114.2%

Option Volume

Today's Volume
21,382
Put-Call Ratio
0.07
Put Volume
1,386
Call Volume
19,996
Volume Avg (30-day)
3,925
Today 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