Expected Move — PENN
Data as of market close Apr 2, 2026
PENN Expected Move Data
- Nearest Expiry
- 2026-04-17
- Expected Move
- ±9.0%
- Expected Range
- $13.45–$16.10
- Days to Expiry
- 15
- ATM Strike
- $15.00
- Spot Price
- $14.77
Expected Move by Expiration (spot: $14.77)
Expected Move by Expiration
| Expiration | DTE | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | $15.00 | ±$1.33 | ±9.0% | $13.45 | $16.10 |
| 2026-05-15 | 43 | $15.00 | ±$2.55 | ±17.3% | $12.22 | $17.32 |
| 2026-06-18 | 77 | $15.00 | ±$3.30 | ±22.3% | $11.47 | $18.07 |
| 2026-07-17 | 106 | $15.00 | ±$5.28 | ±35.7% | $9.50 | $20.05 |
| 2026-09-18 | 169 | $15.00 | ±$4.83 | ±32.7% | $9.95 | $19.60 |
| 2026-10-16 | 197 | $15.00 | ±$5.18 | ±35.0% | $9.60 | $19.95 |
| 2027-01-15 | 288 | $15.00 | ±$5.38 | ±36.4% | $9.40 | $20.15 |
| Expiration | Days to Expiry | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | 15 | 1.33 | 8.97 | 13.45 | 16.1 |
| 2026-05-15 | 43 | 15 | 2.55 | 17.26 | 12.22 | 17.32 |
| 2026-06-18 | 77 | 15 | 3.3 | 22.34 | 11.47 | 18.07 |
| 2026-07-17 | 106 | 15 | 5.28 | 35.71 | 9.5 | 20.05 |
| 2026-09-18 | 169 | 15 | 4.83 | 32.67 | 9.95 | 19.6 |
| 2026-10-16 | 197 | 15 | 5.18 | 35.04 | 9.6 | 19.95 |
| 2027-01-15 | 288 | 15 | 5.38 | 36.39 | 9.4 | 20.15 |
Check the expected price move for PENN by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.