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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PENN Entertainment (PENN) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 4.0
Avg Daily Volume: 4,116,786    Market Cap: 2.3B
Sector: Services    Short Interest: 13.97
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
April 23, 2026 BO 3.8 $14.77 @$15.00 $2.05
($14.77)
13.67% 16.99% O 16.85% O $17.26 $2.62
( $17.26 )
27.8%
Feb. 26, 2026 BO 3.5 $12.54 @$13.00 $1.98
($12.54)
15.23% 17.22% O 16.74% O $14.64 $1.96
( $14.64 )
-1.01%
Nov. 6, 2025 BO 3.4 $16.35 @$16.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 BO 3.7 $17.02 @$17.00
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

 
 
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