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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PENN Entertainment (PENN) - NASDAQ Next Earnings Date: May 2, 2024 BO
EVR: 4.4
Avg Daily Volume: 4,991,167    Market Cap: 2.55B
Sector: Services    Short Interest: 22.14
Live Interactive Chart
Days to Next Earnings: 17 Days
Implied Move Weekly: 13.88%       Expires on: May 3, 2024
Implied Move Monthly: 18.30%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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
May 2, 2024 BO None $0.00 @$17.50 $2.98
($16.28)
18.3% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 15, 2024 BO 4.2 $22.50 @$22.50 $3.50
($22.50)
15.56% -16.04% O -13.82% I $19.39 $3.53
( $19.39 )
0.86%
Nov. 2, 2023 BO 3.8 $19.60 @$19.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 9, 2023 BO 3.6 $24.84 @$25.00
May 4, 2023 BO 3.6 $30.11 @$30.00
Feb. 2, 2023 BO 3.9 $35.85 @$36.00
Nov. 3, 2022 BO 4.0 $32.83 @$33.00
Aug. 4, 2022 BO 4.2 $36.59 @$36.50
May 5, 2022 BO 4.3 $38.73 @$38.50
Feb. 3, 2022 BO 4.0 $45.67 @$46.00

 
 
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