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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Penn National Gaming, Inc. (PENN) - NASDAQ Next Earnings Date: Oct. 29, 2020 BO
EVR: 3.5
Avg Daily Volume: 9,315,001    Market Cap: 7.79B
Sector: Services    Short Interest: 13.8
Live Interactive Chart
Days to Next Earnings: 8 Days
Current 7 Day Implied Movement: 9.48%       Theoretical Expires in 7 days
Implied Move Weekly: 14.07%       Expires on: Oct. 30, 2020
Implied Move Monthly: 21.82%       Expires on: Nov. 20, 2020

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
Earnings Date 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 Close Price Straddle @Trade Price Return
Oct. 29, 2020 BO $0.00 @$64.50 $13.70
($64.65)
21.19% -None% I $0.00 $0.00
( N/A )
None%
Aug. 6, 2020 BO $38.39 @$38.50 $6.78
($38.39)
17.61% 16.28% I $43.86 $7.56
( $43.86 )
11.5%
May 7, 2020 BO $15.76 @$16.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2020 BO $32.27 @$32.00
Oct. 31, 2019 BO $21.85 @$22.00
Aug. 1, 2019 BO $19.52 @$20.00
May 2, 2019 BO $21.04 @$21.00
Feb. 7, 2019 BO $25.84 @$26.00
Nov. 1, 2018 BO $24.28 @$24.00
July 26, 2018 BO $34.16 @$34.00

 
 
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