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Implied Movement: Weekly Straddle Tracking History   
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PENN Entertainment (PENN) - NASDAQ Next Earnings Date: OS Estimate: Nov. 6, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 3.4
Avg Daily Volume: 3,975,009    Market Cap: 3.0B
Sector: Services    Short Interest: 13.31
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Tracking Statistics Available: 21
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 Open High Low Close Max Move I/O Closing Move I/O Price Straddle @Trade Price Return
Aug. 7, 2025 BO 3.7 $17.02 @$17.00 $1.35
($17.02)
14.2% 14.25% 3.14% 7.94% 5.11% I -0.58% I $16.92 $0.58
($16.92)
-57.04%
May 8, 2025 BO 3.9 $15.71 @$15.50 $1.48
($15.71)
20.58% 20.58% 7.41% 9.55% -5.47% I -2.67% I $15.29 $0.46
($15.29)
-68.92%
Feb. 27, 2025 BO 4.2 $20.41 @$20.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2023 BO 3.8 $19.60 @$19.50
Aug. 9, 2023 BO 3.6 $24.84 @$25.00
May 4, 2023 BO 3.6 $30.11 @$30.00


 
 
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