PENN option chain PENN Entertainment, Inc.
Cboe delayed options data · as of 00:36 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 ±44.9% (9.46–24.86) · ATM IV 49.1% · P/C open interest 0.22
| 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 | |
| 8.00 | 8.90 | 4 | 53.6% | 0.89 | 0.0162 | -0.001 | 10 | 0.1500 | 2.60 | 64 | 70.0% | -0.11 | 0.0169 | -0.002 | ||
| 6.00 | 6.90 | 163 | 51.1% | 0.80 | 0.0259 | -0.002 | 13 | 0.8500 | 2.05 | 42 | 49.2% | -0.20 | 0.0275 | -0.003 | ||
| 4.90 | 5.70 | 59 | 520 | 52.6% | 0.73 | 0.0317 | -0.003 | 15 | 1.50 | 2.55 | 136 | 45.2% | -0.28 | 0.0341 | -0.003 | |
| 4.20 | 4.70 | 230 | 50.1% | 0.66 | 0.0361 | -0.003 | 17 | 3.00 | 3.50 | 201 | 48.2% | -0.36 | 0.0397 | -0.004 | ||
| 2.80 | 3.70 | 258 | 48.4% | 0.55 | 0.0399 | -0.003 | 20 | 2.50 | 7.50 | 120 | 47.0% | -0.48 | 0.0456 | -0.004 | ||
| 2.10 | 3.10 | 10 | 126 | 47.2% | 0.48 | 0.0407 | -0.003 | 22 | 5.60 | 6.70 | 82 | 43.7% | -0.56 | 0.0480 | -0.004 | |
| 1.60 | 2.30 | 1 | 183 | 47.3% | 0.39 | 0.0396 | -0.003 | 25 | 8.50 | 9.10 | 1 | 29 | 48.0% | -0.67 | 0.0499 | -0.003 |
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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