PENN · Iron Condor Setups
PENN Entertainment, Inc. Common Stock
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.
PENN IV rank history
29 sessionsIV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).
Current Iron Condor Setup for PENN
Score
8.31
Breach Rate
31.6%
182 of 575 observations
Avg Straddle
$2.22
14.9% of price
IV Rank
82%
IV Premium
1.19x
IV ÷ Realized Vol
Beta vs SPY
0.99
P/C Vol
0.04
Current Price
$14.74
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 |
|---|---|
| 20261023 | 82% |
| 20261022 | 48% |
| 20261021 | 72% |
| 20261020 | 53% |
| 20261019 | 51% |
| 20261016 | 58% |
| 20261015 | 54% |
| 20261013 | 45% |
| 20261012 | 59% |
| 20261009 | 50% |
| 20261008 | 56% |
| 20261007 | 56% |
| 20261006 | 54% |
| 20261005 | 42% |
| 20261002 | 46% |
| 20261001 | 51% |
| 20260930 | 60% |
| 20260929 | 48% |
| 20260928 | 52% |
| 20260925 | 46% |
| 20260924 | 34% |
| 20260923 | 37% |
| 20260922 | 46% |
| 20260921 | 38% |
| 20260918 | 23% |
| 20260917 | 26% |
| 20260916 | 0% |
| 20260915 | 15% |
| 20260914 | 12% |
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.