PENN (PENN Entertainment, Inc. Common Stock)
Expected Move & Straddle Price History
The expected move for PENN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current PENN Expected Move
30-Day Straddle
$2.28
7-Day Straddle
$1.25
Avg IV
0.8%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to PENN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
PENN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260609 | $2.28 | $1.25 | 0.8% | 16% |
| 20260608 | $2.33 | $1.20 | 0.7% | 4% |
| 20260605 | $2.45 | $1.45 | 0.9% | 20% |
| 20260604 | $2.60 | $1.55 | 0.8% | 10% |
| 20260603 | $2.53 | $1.52 | 0.9% | 19% |
| 20260602 | $1.83 | $1.83 | 1.5% | 96% |
| 20260601 | $1.98 | $1.98 | 1.4% | 80% |
| 20260529 | $1.57 | $1.57 | 1.5% | 100% |
| 20260528 | $1.73 | $1.73 | 1.1% | 56% |
| 20260527 | $1.77 | $1.77 | 1.2% | 76% |
| 20260526 | $1.62 | $1.62 | 1.0% | 49% |
| 20260522 | $1.75 | $1.75 | 0.9% | 35% |
| 20260521 | $1.58 | $1.58 | 1.1% | 66% |
| 20260520 | $1.77 | $1.77 | 0.9% | 42% |
| 20260519 | $1.77 | $1.77 | 1.1% | 65% |
| 20260518 | $1.88 | $1.88 | 0.9% | 38% |
| 20260515 | $1.88 | $0.30 | 0.8% | 30% |
| 20260514 | $1.75 | $0.40 | 0.9% | 40% |
| 20260513 | $1.97 | $0.72 | 0.9% | 36% |
| 20260512 | $1.92 | $0.82 | 1.0% | 57% |
| 20260511 | $2.02 | $0.75 | 1.0% | 45% |
| 20260510 | $2.05 | $0.88 | 0.9% | 33% |
| 20260508 | $2.05 | $0.88 | 0.9% | 30% |
| 20260507 | $2.38 | $1.23 | 0.8% | 22% |
| 20260506 | $2.08 | $1.18 | 0.9% | 40% |
| 20260505 | $2.17 | $1.07 | 0.8% | 17% |
| 20260504 | $2.35 | $1.15 | 0.9% | 42% |
| 20260502 | $1.32 | $1.32 | 1.3% | 86% |
| 20260501 | $1.38 | $1.38 | 1.3% | 87% |
| 20260430 | $1.48 | $1.48 | 1.2% | 77% |
| 20260429 | $1.27 | $1.27 | 1.2% | 76% |
| 20260428 | $1.55 | $1.55 | 1.0% | 53% |
| 20260427 | $1.58 | $1.58 | 1.2% | 77% |
| 20260424 | $1.83 | $1.83 | 0.8% | 20% |
| 20260423 | $1.85 | $1.85 | 0.8% | 25% |
| 20260422 | $2.05 | $2.05 | 1.0% | 50% |
| 20260421 | $2.17 | $2.17 | 1.0% | 51% |
| 20260420 | $2.27 | $2.27 | 0.9% | 34% |
| 20260417 | $2.28 | $0.33 | 0.9% | 42% |
| 20260416 | $2.25 | $0.68 | 0.9% | 40% |
| 20260415 | $2.73 | $0.65 | 1.0% | 48% |
| 20260414 | $2.15 | $0.98 | 0.8% | 23% |
| 20260413 | $2.27 | $0.90 | 0.9% | 35% |
| 20260410 | $2.48 | $1.00 | 1.0% | 49% |
| 20260409 | $2.40 | $1.07 | 0.8% | 30% |
| 20260408 | $2.53 | $1.25 | 0.8% | 28% |
| 20260407 | $2.55 | $1.57 | 0.8% | 27% |
| 20260406 | $2.20 | $1.32 | 0.7% | 9% |
| 20260402 | $2.55 | $1.33 | 0.7% | 8% |
| 20260401 | $1.48 | $1.48 | 0.9% | 38% |
| 20260331 | $1.60 | $1.60 | 1.2% | 78% |
| 20260330 | $1.64 | $1.64 | 1.2% | 75% |
| 20260327 | $1.66 | $1.66 | 1.2% | 81% |
| 20260326 | $1.77 | $1.77 | 1.1% | 70% |
| 20260325 | $1.67 | $1.67 | 1.0% | 47% |
| 20260324 | $1.78 | $1.78 | 0.9% | 40% |
| 20260323 | $1.83 | $1.83 | 1.0% | 53% |
| 20260320 | $1.90 | $0.42 | 1.1% | 63% |
| 20260319 | $1.89 | $0.54 | 1.0% | 57% |
| 20260318 | $1.88 | $0.79 | 1.0% | 48% |