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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PENN Entertainment (PENN) - NASDAQ Next Earnings Date: Estimated on July 23, 2026
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 4.0
Avg Daily Volume: 3,343,159    Market Cap: 2.9B
Sector: Services    Short Interest: 12.56
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Monthly: 17.31%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
July 23, 2026 BO None $0.00 @$22.00 $3.50
($21.88)
16.0% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 BO 3.4 $16.35 @$16.50
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

 
 
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