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
$2.58
7-Day Straddle
$2.58
Avg IV
0.7%
IV Rank
12%
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 |
|---|---|---|---|---|
| 20260724 | $2.58 | $2.58 | 0.7% | 12% |
| 20260723 | $2.80 | $2.80 | 0.7% | 18% |
| 20260722 | $2.83 | $2.83 | 0.7% | 9% |
| 20260721 | $2.33 | $2.33 | 0.6% | 2% |
| 20260720 | $3.05 | $3.05 | 0.7% | 11% |
| 20260716 | $2.85 | $0.68 | 0.6% | 3% |
| 20260715 | $2.97 | $1.12 | 0.6% | 2% |
| 20260714 | $2.70 | $0.70 | 0.6% | 5% |
| 20260713 | $2.92 | $1.05 | 0.6% | 7% |
| 20260710 | $2.90 | $1.02 | 0.6% | 6% |
| 20260709 | $3.15 | $1.12 | 0.6% | 6% |
| 20260708 | $3.00 | $1.23 | 0.7% | 10% |
| 20260707 | $3.58 | $1.32 | 0.6% | 2% |
| 20260706 | $3.12 | $1.35 | 0.6% | 0% |
| 20260702 | $1.27 | $1.27 | 1.2% | 56% |
| 20260701 | $1.60 | $1.60 | 1.1% | 51% |
| 20260630 | $1.75 | $1.75 | 1.3% | 69% |
| 20260629 | $1.75 | $1.75 | 1.2% | 58% |
| 20260626 | $1.95 | $1.95 | 1.1% | 44% |
| 20260625 | $1.95 | $1.95 | 1.1% | 52% |
| 20260624 | $1.98 | $1.98 | 1.1% | 49% |
| 20260623 | $1.72 | $1.72 | 1.2% | 59% |
| 20260622 | $1.95 | $1.95 | 1.2% | 56% |
| 20260618 | $2.15 | $0.62 | 0.8% | 10% |
| 20260617 | $2.17 | $0.57 | 1.2% | 63% |
| 20260616 | $2.12 | $0.75 | 1.1% | 43% |
| 20260615 | $2.08 | $0.68 | 0.8% | 16% |
| 20260613 | $2.48 | $1.20 | 1.0% | 41% |
| 20260612 | $2.40 | $1.20 | 0.9% | 26% |
| 20260611 | $2.75 | $1.10 | 1.0% | 34% |
| 20260610 | $2.80 | $1.45 | 0.8% | 16% |
| 20260609 | $2.35 | $1.30 | 0.8% | 15% |
| 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% |