PENN option chain PENN Entertainment, Inc.
Cboe delayed options data · as of 15:36 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 ±6.3% (15.86–18.00) · ATM IV 38.7% · P/C open interest 0.37
| 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 | |
| 7.30 | 8.70 | 153.5% | 1.00 | 0.0028 | 0.000 | 9 | 0 | 0.2000 | 1 | 189.9% | -0.00 | 0.0028 | -0.002 | |||
| 6.30 | 7.70 | 25 | 129.2% | 0.99 | 0.0045 | 0.000 | 10 | 0 | 0.2000 | 533 | 162.5% | -0.01 | 0.0046 | -0.002 | ||
| 5.30 | 6.70 | 5 | 107.1% | 0.99 | 0.0077 | 0.000 | 11 | 0 | 0.2000 | 30 | 137.5% | -0.01 | 0.0078 | -0.003 | ||
| 4.40 | 5.60 | 929 | 87.0% | 0.98 | 0.0138 | -0.001 | 12 | 0 | 0.2000 | 994 | 114.4% | -0.02 | 0.0138 | -0.003 | ||
| 3.50 | 4.60 | 17 | 85.9% | 0.97 | 0.0257 | -0.003 | 13 | 0 | 0.2000 | 150 | 92.7% | -0.03 | 0.0258 | -0.005 | ||
| 2.40 | 3.60 | 82 | 51.0% | 0.95 | 0.0508 | -0.005 | 14 | 0 | 0.2000 | 153 | 72.0% | -0.05 | 0.0509 | -0.007 | ||
| 1.70 | 2.45 | 650 | 50.8% | 0.89 | 0.1043 | -0.009 | 15 | 0 | 0.2500 | 1,317 | 55.5% | -0.11 | 0.1048 | -0.011 | ||
| 1.00 | 1.20 | 5,422 | 33.2% | 0.76 | 0.2047 | -0.015 | 16 | 0.0500 | 0.2500 | 426 | 36.7% | -0.24 | 0.2060 | -0.015 | ||
| 0.3500 | 0.7500 | 6 | 1,710 | 40.3% | 0.51 | 0.2910 | -0.018 | 17 | 0.3500 | 0.7000 | 4 | 1,377 | 37.2% | -0.49 | 0.2939 | -0.018 |
| 0.0500 | 0.3500 | 784 | 40.0% | 0.26 | 0.2294 | -0.015 | 18 | 0.9500 | 1.35 | 402 | 33.1% | -0.75 | 0.2331 | -0.014 | ||
| 0 | 0.2500 | 321 | 49.8% | 0.12 | 0.1274 | -0.009 | 19 | 1.70 | 2.65 | 121 | 53.2% | -0.89 | 0.1294 | -0.009 | ||
| 0 | 0.1000 | 2 | 1,485 | 51.5% | 0.05 | 0.0658 | -0.006 | 20 | 2.40 | 3.60 | 7 | 27 | -0.96 | 0.0752 | -0.004 | |
| 0 | 0.0500 | 273 | 55.4% | 0.03 | 0.0346 | -0.004 | 21 | 3.50 | 4.70 | 11 | 68.7% | -0.99 | 0.0402 | -0.004 | ||
| 0 | 0.1000 | 249 | 73.6% | 0.01 | 0.0189 | -0.002 | 22 | 4.50 | 5.60 | 3 | -1.00 | 0.0105 | -0.006 | |||
| 0 | 0.2000 | 1,373 | 95.7% | 0.01 | 0.0108 | -0.001 | 23 | 5.30 | 6.70 | -1.00 | 0.0010 | -0.008 | ||||
| 0 | 0.2000 | 1,072 | 105.7% | 0.00 | 0.0064 | -0.001 | 24 | 6.30 | 7.70 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.2000 | 191 | 115.0% | 0.00 | 0.0039 | -0.001 | 25 | 7.30 | 8.70 | -1.00 | 0.0000 | -0.009 | ||||
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs