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Implied Movement: Weekly Straddle Tracking History   
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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


 
Tracking Statistics Available: 1
Earnings Date 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 Price Straddle @Trade Price Return
Aug. 6, 2020 BO $38.39 @$38.50 $3.88
($38.39)
18.68% 18.68% 10.72% 10.08% 16.28% O $43.86 $5.59
($43.86)
44.07%


 
 
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