Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PENN Entertainment (PENN) - NASDAQ Next Earnings Date: Feb. 26, 2026 BO
EVR: 3.5
Avg Daily Volume: 4,076,057    Market Cap: 1.7B
Sector: Services    Short Interest: 15.7
Live Interactive Chart
Days to Next Earnings: 20 Days
Implied Move Monthly: 17.60%       Expires on: March 20, 2026

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
Feb. 26, 2026 BO None $0.00 @$13.00 $2.36
($13.41)
17.6% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 BO 3.9 $15.71 @$15.50
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US