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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Penn National Gaming, Inc. (PENN) - NASDAQ Next Earnings Date: OS Estimate: Oct. 29, 2020 BO
OS Projected Window: Oct. 21, 2020 to Oct. 30, 2020
EVR: 3.5
Avg Daily Volume: 9,686,898    Market Cap: 7.79B
Sector: Services    Short Interest: 13.8
Live Interactive Chart
Days to Next Earnings: 34 Days
Current 7 Day Implied Movement: 9.43%       Theoretical Expires in 7 days


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 1

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
Aug. 6, 2020 BO $38.39 12.68% 27.25% 0.54% $38.60 $43.86 N/A N/A 16.28% N/A N/A

 
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