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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PENN Entertainment (PENN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2026 BO
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 3.5
Avg Daily Volume: 3,468,898    Market Cap: 2.1B
Sector: Services    Short Interest: 10.81
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 6, 2025 BO 3.4 $16.35 @$16.50 $1.29
($16.35)
7.82% -11.8% O -10.39% O $14.65 $2.17
( $14.65 )
68.22%
Aug. 7, 2025 BO 3.7 $17.02 @$17.00 $1.47
($17.02)
8.65% 5.11% I -0.58% I $16.92 $1.09
( $16.92 )
-25.85%
May 8, 2025 BO 3.9 $15.71 @$15.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2025 BO 4.2 $20.41 @$20.50
Nov. 7, 2024 BO 4.6 $19.23 @$19.00
Aug. 8, 2024 BO 4.7 $17.26 @$17.50
May 2, 2024 BO 4.4 $16.44 @$16.50
Feb. 15, 2024 BO 4.2 $22.50 @$22.50
Nov. 2, 2023 BO 3.8 $19.60 @$19.50
Aug. 9, 2023 BO 3.6 $24.84 @$25.00

 
 
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