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
9.60
Breach Rate
29.4%
142 of 483 observations
Avg Straddle
$2.25
12.1% of price
IV Rank
4%
IV Premium
1.39x
IV ÷ Realized Vol
Beta vs SPY
1.34
P/C Vol
0.26
Current Price
$19.24
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 |
|---|---|
| 20260609 | 16% |
| 20260608 | 4% |
| 20260605 | 20% |
| 20260604 | 10% |
| 20260603 | 19% |
| 20260602 | 96% |
| 20260601 | 80% |
| 20260529 | 100% |
| 20260528 | 56% |
| 20260527 | 76% |
| 20260526 | 49% |
| 20260522 | 35% |
| 20260521 | 66% |
| 20260520 | 42% |
| 20260519 | 65% |
| 20260518 | 38% |
| 20260515 | 30% |
| 20260514 | 40% |
| 20260513 | 36% |
| 20260512 | 57% |
| 20260511 | 45% |
| 20260510 | 33% |
| 20260508 | 30% |
| 20260507 | 22% |
| 20260506 | 40% |
| 20260505 | 17% |
| 20260504 | 42% |
| 20260502 | 86% |
| 20260501 | 87% |
| 20260430 | 77% |