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
14.27
Breach Rate
30.3%
164 of 541 observations
Avg Straddle
$2.26
10.0% of price
IV Rank
23%
IV Premium
1.53x
IV ÷ Realized Vol
Beta vs SPY
0.96
P/C Vol
1.07
Current Price
$17.07
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 |
|---|---|
| 20260904 | 23% |
| 20260903 | 22% |
| 20260902 | 70% |
| 20260901 | 60% |
| 20260831 | 81% |
| 20260828 | 64% |
| 20260827 | 65% |
| 20260826 | 40% |
| 20260825 | 66% |
| 20260824 | 63% |
| 20260821 | 18% |
| 20260820 | 32% |
| 20260819 | 20% |
| 20260818 | 51% |
| 20260817 | 38% |
| 20260814 | 32% |
| 20260813 | 43% |
| 20260812 | 17% |
| 20260811 | 8% |
| 20260810 | 58% |
| 20260806 | 18% |
| 20260805 | 36% |
| 20260804 | 32% |
| 20260803 | 33% |
| 20260731 | 26% |
| 20260730 | 23% |
| 20260729 | 27% |
| 20260728 | 16% |
| 20260727 | 16% |
| 20260724 | 12% |