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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PENN Entertainment (PENN) - NASDAQ Next Earnings Date: OS Estimate: Aug. 7, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 3.7
Avg Daily Volume: 3,907,464    Market Cap: 2.4B
Sector: Services    Short Interest: 12.71
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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 8, 2025 BO 3.9 $15.71 @$15.50 $1.65
($15.71)
10.65% -5.47% I -2.67% I $15.29 $0.95
( $15.29 )
-42.42%
Feb. 27, 2025 BO 4.2 $20.41 @$20.50 $2.66
($20.41)
12.98% -6.85% I -0.09% I $20.39 $2.23
( $20.39 )
-16.17%
Nov. 7, 2024 BO 4.6 $19.23 @$19.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 4, 2023 BO 3.6 $30.11 @$30.00
Feb. 2, 2023 BO 3.9 $35.85 @$36.00

 
 
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