PENN (PENN Entertainment, Inc. Common Stock)
Iron Condor Setups
Iron condor opportunities for PENN based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.
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 Iron Condor Setup for PENN
Score
11.47
Breach Rate
30.0%
154 of 514 observations
Avg Straddle
$2.24
12.6% of price
IV Rank
12%
IV Premium
1.33x
IV ÷ Realized Vol
Beta vs SPY
1.05
P/C Vol
0.18
Current Price
$20.48
Score formula:
(1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty.
Higher is better. PENN is ranked against all other tracked symbols by score; see the
full Iron Condor Screener for the leaderboard.
PENN IV Rank — Last 30 Days
| Date | IV Rank |
|---|---|
| 20260724 | 12% |
| 20260723 | 18% |
| 20260722 | 9% |
| 20260721 | 2% |
| 20260720 | 11% |
| 20260716 | 3% |
| 20260715 | 2% |
| 20260714 | 5% |
| 20260713 | 7% |
| 20260710 | 6% |
| 20260709 | 6% |
| 20260708 | 10% |
| 20260707 | 2% |
| 20260706 | 0% |
| 20260702 | 56% |
| 20260701 | 51% |
| 20260630 | 69% |
| 20260629 | 58% |
| 20260626 | 44% |
| 20260625 | 52% |
| 20260624 | 49% |
| 20260623 | 59% |
| 20260622 | 56% |
| 20260618 | 10% |
| 20260617 | 63% |
| 20260616 | 43% |
| 20260615 | 16% |
| 20260613 | 41% |
| 20260612 | 26% |
| 20260611 | 34% |