PENN option chain PENN Entertainment, Inc.
Cboe delayed options data · as of 18:41 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±26.2% (11.08–18.93) · ATM IV 46.8% · P/C open interest 0.73
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 4.20 | 6.70 | 46.1% | 0.89 | 0.0295 | -0.003 | 10 | 0 | 1.50 | 1 | 76.0% | -0.12 | 0.0300 | -0.004 | |||
| 3.20 | 5.70 | 36.3% | 0.85 | 0.0384 | -0.003 | 11 | 0 | 2.00 | 22 | 73.5% | -0.16 | 0.0392 | -0.004 | |||
| 2.45 | 5.60 | 2 | 51.6% | 0.80 | 0.0480 | -0.004 | 12 | 0.0500 | 2.25 | 17 | 66.4% | -0.21 | 0.0492 | -0.005 | ||
| 1.80 | 4.50 | 44.6% | 0.74 | 0.0575 | -0.005 | 13 | 0.0500 | 2.60 | 14 | 59.7% | -0.27 | 0.0593 | -0.005 | |||
| 1.30 | 3.90 | 2 | 45.7% | 0.68 | 0.0659 | -0.005 | 14 | 0.2500 | 3.50 | 253 | 62.2% | -0.34 | 0.0684 | -0.006 | ||
| 0.1500 | 3.90 | 129 | 43.9% | 0.60 | 0.0721 | -0.005 | 15 | 0.1000 | 3.70 | 195 | 49.8% | -0.41 | 0.0756 | -0.006 | ||
| 1.20 | 2.30 | 701 | 47.4% | 0.53 | 0.0756 | -0.006 | 16 | 1.30 | 3.20 | 36 | 44.3% | -0.49 | 0.0801 | -0.006 | ||
| 1.35 | 1.65 | 2 | 41 | 49.7% | 0.46 | 0.0762 | -0.006 | 17 | 1.80 | 4.00 | 31 | 44.2% | -0.56 | 0.0818 | -0.006 | |
| 0.9500 | 1.25 | 4 | 30 | 46.9% | 0.40 | 0.0742 | -0.005 | 18 | 2.30 | 5.30 | 100 | 48.8% | -0.64 | 0.0811 | -0.006 | |
| 0.5000 | 2.30 | 12 | 60.5% | 0.34 | 0.0704 | -0.005 | 19 | 3.20 | 5.60 | 141 | 43.8% | -0.70 | 0.0785 | -0.005 | ||
| 0 | 2.85 | 92 | 66.6% | 0.28 | 0.0653 | -0.005 | 20 | 4.00 | 7.70 | 62.0% | -0.76 | 0.0747 | -0.005 | |||
| 0.1500 | 0.8000 | 46 | 45.0% | 0.24 | 0.0596 | -0.004 | 21 | 4.70 | 7.70 | 46.7% | -0.81 | 0.0703 | -0.004 | |||
| 0 | 1.80 | 30 | 62.1% | 0.20 | 0.0537 | -0.004 | 22 | 5.60 | 8.60 | 46.1% | -0.86 | 0.0656 | -0.004 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs