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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PENN Entertainment (PENN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 11, 2027 BO
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 3.4
Avg Daily Volume: 3,300,548    Market Cap: 2.1B
Sector: Consumer Cyclical    Short Interest: 13.13
Live Interactive Chart
Days to Next Earnings: 93 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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
Nov. 5, 2026 BO 3.7 $17.44 @$17.00 $1.93
($17.44)
11.35% -3.78% I -0.57% I $17.34 $1.55
( $17.34 )
-19.69%
Aug. 6, 2026 BO 4.0 $19.62 @$20.00 $1.32
($19.62)
6.6% 4.89% I 2.59% I $20.13 $1.73
( $20.13 )
31.06%
April 23, 2026 BO 3.8 $14.77 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2026 BO 3.5 $12.54 @$13.00
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

 
 
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