PENN · Expected Move
PENN Entertainment, Inc. Common Stock
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).
PENN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current PENN Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$2.20
30-Day ATM IV
62.6%
IV Rank
82%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $2.20 | $2.20 | 62.6% | 82% |
| 20261022 | $1.83 | $1.83 | 50.0% | 48% |
| 20261021 | $2.05 | $2.05 | 59.0% | 72% |
| 20261020 | $1.80 | $1.80 | 51.9% | 53% |
| 20261019 | $1.77 | $1.77 | 51.4% | 51% |
| 20261016 | $1.98 | $0.05 | 53.8% | 58% |
| 20261015 | $2.00 | $0.45 | 52.4% | 54% |
| 20261014 | $2.20 | $0.75 | — | — |
| 20261013 | $2.03 | $0.68 | 49.1% | 45% |
| 20261012 | $2.15 | $0.80 | 54.1% | 59% |
| 20261009 | $2.30 | $0.88 | 51.1% | 50% |
| 20261008 | $2.40 | $0.85 | 53.2% | 56% |
| 20261007 | $2.38 | $0.80 | 53.3% | 56% |
| 20261006 | $2.38 | $1.12 | 52.4% | 54% |
| 20261005 | $2.02 | $1.00 | 48.0% | 42% |
| 20261002 | $1.30 | $1.30 | 49.3% | 46% |
| 20261001 | $1.35 | $1.35 | 51.3% | 51% |
| 20260930 | $1.27 | $1.27 | 54.6% | 60% |
| 20260929 | $1.32 | $1.32 | 50.3% | 48% |
| 20260928 | $1.50 | $1.50 | 51.7% | 52% |
| 20260925 | $1.40 | $1.40 | 49.5% | 46% |
| 20260924 | $1.42 | $1.42 | 45.1% | 34% |
| 20260923 | $1.55 | $1.55 | 46.2% | 37% |
| 20260922 | $1.57 | $1.57 | 49.3% | 46% |
| 20260921 | $1.58 | $1.58 | 46.7% | 38% |
| 20260918 | $1.55 | $0.62 | 41.2% | 23% |
| 20260917 | $1.68 | $0.67 | 42.2% | 26% |
| 20260916 | $1.15 | $0.57 | 32.5% | 0% |
| 20260915 | $1.72 | $1.00 | 39.4% | 15% |
| 20260914 | $1.62 | $1.20 | 38.4% | 12% |
| 20260911 | $1.67 | $0.77 | 37.6% | 10% |
| 20260910 | $1.75 | $1.07 | 40.8% | 19% |
| 20260909 | $1.80 | $1.25 | 42.3% | 23% |
| 20260908 | $1.83 | $1.30 | 43.4% | 26% |
| 20260904 | $1.70 | $1.02 | 37.4% | 9% |
| 20260903 | $1.67 | $1.20 | 38.4% | 12% |
| 20260902 | $1.23 | $1.23 | 40.1% | 17% |
| 20260901 | $0.97 | $0.97 | 38.6% | 13% |
| 20260831 | $1.07 | $1.07 | 38.1% | 11% |
| 20260828 | $1.35 | $1.35 | — | — |
| 20260827 | $1.07 | $1.07 | 34.1% | 0% |
| 20260826 | $1.52 | $1.52 | 43.3% | 17% |
| 20260825 | $1.45 | $1.45 | 40.8% | 10% |
| 20260824 | $1.62 | $1.62 | 39.5% | 5% |
| 20260821 | $1.48 | $0.30 | 37.8% | 0% |
| 20260820 | $1.60 | $0.65 | 38.2% | 0% |
| 20260819 | $1.40 | $0.67 | 38.1% | 0% |
| 20260818 | $1.88 | $0.68 | 42.3% | 11% |
| 20260817 | $1.75 | $0.75 | 38.2% | 0% |
| 20260814 | $2.08 | $0.88 | 43.3% | 9% |
| 20260813 | $2.10 | $1.27 | 44.8% | 14% |
| 20260812 | $2.02 | $1.10 | 42.3% | 6% |
| 20260811 | $2.15 | $0.95 | 43.2% | 9% |
| 20260810 | $2.55 | $1.27 | 50.2% | 29% |
| 20260807 | — | — | 41.8% | 5% |
| 20260806 | $2.45 | $1.80 | 47.9% | 22% |
| 20260805 | $2.77 | $2.77 | 55.9% | 45% |
| 20260804 | $2.30 | $2.30 | 57.4% | 50% |
| 20260803 | $2.45 | $2.45 | 69.4% | 84% |
| 20260731 | $2.45 | $2.45 | 54.8% | 42% |
More on PENN
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.