PENN
PENN Entertainment, Inc.Consumer Cyclical$14.77
▲ Bullish
Mkt Cap: $1.97B|Float: 124.6M|SI: 17.5%|DTC: 4.3
Data as of market close Apr 2, 2026
IV Rank
100
IV Pctl
89%
HV 20d
51.9%
52W Range
$12-$21
ATR(14)
$0.73
Exp. Move
±9.0%
P/C Ratio
0.48
Earnings
Apr 23
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Wide
Low Put/Call
PENN Key Options Data
- IV Rank
- 100%
- Total GEX
- $0.00B
- Total DEX
- $3.0M
- Max Pain
- $13.00
- Expected Move
- ±9.0%
- Put/Call OI
- 0.48
- Net Premium
- $0.6M
- Spot Price
- $14.77
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-17 | 15 | ±$1.33 | ±9.0% | $13.45 | $16.10 |
| 2026-05-15 | 43 | ±$2.55 | ±17.3% | $12.22 | $17.32 |
| 2026-06-18 | 77 | ±$3.30 | ±22.3% | $11.47 | $18.07 |
| 2026-07-17 | 106 | ±$5.28 | ±35.7% | $9.50 | $20.05 |
| 2026-09-18 | 169 | ±$4.83 | ±32.7% | $9.95 | $19.60 |
| 2026-10-16 | 197 | ±$5.18 | ±35.0% | $9.60 | $19.95 |
Explore PENN options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.