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PENN Entertainment PENN 17.34 -0.1 -0.57%

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ATM IV
0.502
Put Call Ratio (OI)
0.462
Put Call Ratio (Vol)
0.314
IV Rank
23.9
IV Percentile
40.1
Max pain
15

Delta exposure (2026-11-05)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
15.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-22.6
22.6
View values by strike
PENN · Delta exposure · 2026-11-05. Delta-weighted share equivalents.
StrikeCallsPuts
3.00 2.8 K 0
5.00 1.2 K -5.43
7.50 0 -461
8.00 651 -102
10.00 384 -28.6 K
11.00 0 -570
12.00 0 -468
12.50 84 K -3.59 K
13.00 14.1 K -8.14 K
14.00 160 -18.2 K
15.00 307 K -77.3 K
16.00 227 K -23.5 K
17.00 90.8 K -10.7 K
17.50 57.8 K -28.3 K
18.00 62.1 K -6.76 K
19.00 177 K -20 K
20.00 109 K -208 K
21.00 15.2 K -1.6 K
22.00 10.9 K -4.47 K
22.50 41.8 K -47 K
23.00 271 0
24.00 1.4 K 0
25.00 27.3 K -1.66 K
26.00 99.8 0
27.00 1.72 K 0
27.50 5.29 K 0
30.00 13.4 K 0
32.00 2.2 K 0
32.50 1.23 K 0
35.00 32.2 K 0
37.50 3.28 K 0
40.00 3.03 K 0