PENN Entertainment
PENN · NASDAQ
$14.96+$0.25 (+1.70%)TodayMarket closed ·
Prev close $14.71
PENN options chain
Calls and puts around the current price
By Fri, Nov 20 options price a move of ±$1.80 (12.2%), between $12.95 and $16.55.
- At-the-money implied volatility
- 51.5%
- Put/call open interest
- 0.74
- Total open interest
- 2.97K
- Underlying price
- $14.75
| Calls | Puts | |||||||
|---|---|---|---|---|---|---|---|---|
| Ask | Bid | Strike | Bid | Ask | ||||
| $5.20 | $2.80 | 11 | $0.00 | $0.75 | ||||
| $3.80 | $2.20 | 12 | $0.05 | $0.15 | ||||
| $3.70 | $0.80 | 13 | $0.05 | $0.35 | ||||
| $1.80 | $1.05 | 14 | $0.50 | $0.70 | ||||
PENN $14.75 | ||||||||
| $1.05 | $0.80 | 15 | $0.50 | $1.25 | ||||
| $0.60 | $0.35 | 16 | $0.60 | $3.40 | ||||
| $0.35 | $0.25 | 17 | $1.80 | $3.20 | ||||
| $0.20 | $0.05 | 18 | $2.70 | $3.90 | ||||
| $0.25 | $0.05 | 19 | $3.70 | $4.90 | ||||
Volatility smile
Implied volatility by strike for Fri, Nov 20, calls and puts averaged.
Unusual options activity
The latest large trades, newest first
| Contract | Premium | Sentiment |
|---|---|---|
| PENN 20P Jan 21 | $119.70K | neutral |
| PENN 20P Jan 21 | $114.00K | neutral |
| PENN 20P Jan 21 | $57.00K | bullish |
| PENN 20P Jan 21 | $89.49K | bearish |
| PENN 20P Jan 21 | $120.06K | neutral |
| PENN 22.5P Jan 15 | $146.56K | neutral |
| PENN 22.5P Jan 15 | $636.49K | neutral |
| PENN 20P Jan 21 | $513.33K | neutral |
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