Options Chain for PENN ENTERTAINMENT INC COM (PENN) - $14.73 as of 11/26/2025 8:47:31 PM EST
Calls
| Strike | Bid | Ask | Premium | Last Price | Change | %Chg | Premium to Strike Price Ratio | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2.50 | 11.60 | 13.20 | 12.40 | 12.00 | 0.00 | 0.00% | 4.96 | 0 | 11 | 5.35 | 1.00 | 0.00 | 0.00 | 11/14/2025 | 11/26/2025 3:59:54 PM EST |
| 5.00 | 9.15 | 11.20 | 10.18 | 8.70 | 0.00 | 0.00% | 2.04 | 0 | 12 | 3.88 | 1.00 | 0.00 | 0.00 | 11/24/2025 | 11/26/2025 3:59:54 PM EST |
| 7.50 | 6.65 | 9.00 | 7.83 | 5.85 | 0.00 | 0.00% | 1.04 | 0 | 12 | 2.90 | 1.00 | 0.00 | 0.00 | 11/24/2025 | 11/26/2025 3:59:54 PM EST |
| 9.00 | 5.25 | 6.55 | 5.90 | 9.10 | 0.00 | 0.00% | 0.66 | 0 | 1 | 1.58 | 0.99 | 0.01 | 0.00 | 10/28/2025 | 11/26/2025 3:59:54 PM EST |
| 10.00 | 4.30 | 5.95 | 5.13 | 5.20 | +1.45 | +38.67% | 0.51 | 1 | 348 | 1.60 | 0.95 | 0.03 | -0.01 | 11/26/2025 | 11/26/2025 3:59:54 PM EST |
| 11.00 | 3.35 | 6.00 | 4.68 | 9.20 | 0.00 | 0.00% | 0.43 | 0 | 11 | 2.01 | 0.91 | 0.04 | -0.01 | 9/11/2025 | 11/26/2025 3:59:54 PM EST |
| 12.50 | 2.09 | 3.55 | 2.82 | 2.40 | 0.00 | 0.00% | 0.23 | 0 | 237 | 1.06 | 0.82 | 0.08 | -0.01 | 11/25/2025 | 11/26/2025 3:59:54 PM EST |
| 14.00 | 1.52 | 1.71 | 1.62 | 1.75 | +0.26 | +17.45% | 0.12 | 4 | 284 | 0.52 | 0.67 | 0.13 | -0.01 | 11/26/2025 | 11/26/2025 3:59:54 PM EST |
| 15.00 | 1.00 | 1.17 | 1.09 | 1.21 | +0.21 | +21.00% | 0.07 | 4 | 2,356 | 0.52 | 0.52 | 0.16 | -0.01 | 11/26/2025 | 11/26/2025 3:59:54 PM EST |
| 16.00 | 0.61 | 0.72 | 0.67 | 0.69 | +0.08 | +13.12% | 0.04 | 21 | 752 | 0.50 | 0.37 | 0.15 | -0.01 | 11/26/2025 | 11/26/2025 3:59:54 PM EST |
| 17.50 | 0.26 | 0.41 | 0.34 | 0.33 | +0.09 | +37.50% | 0.02 | 370 | 1,490 | 0.51 | 0.22 | 0.11 | -0.01 | 11/26/2025 | 11/26/2025 3:59:54 PM EST |
| 19.00 | 0.10 | 0.20 | 0.15 | 0.15 | +0.03 | +25.00% | 0.01 | 10 | 649 | 0.51 | 0.15 | 0.07 | -0.01 | 11/26/2025 | 11/26/2025 3:59:54 PM EST |
| 20.00 | 0.08 | 0.12 | 0.10 | 0.08 | +0.05 | +166.67% | 0.01 | 42 | 8,831 | 0.54 | 0.11 | 0.06 | -0.01 | 11/26/2025 | 11/26/2025 3:59:54 PM EST |
| 21.00 | 0.05 | 0.07 | 0.06 | 0.06 | +0.01 | +20.00% | 0.00 | 21 | 1,254 | 0.54 | 0.09 | 0.05 | -0.01 | 11/26/2025 | 11/26/2025 3:59:54 PM EST |
| 22.50 | 0.00 | 0.14 | 0.07 | 0.02 | -0.03 | -60.00% | 0.00 | 15 | 3,515 | 0.65 | 0.04 | 0.02 | 0.00 | 11/26/2025 | 11/26/2025 3:59:54 PM EST |
| 24.00 | 0.01 | 0.35 | 0.18 | 0.08 | 0.00 | 0.00% | 0.01 | 0 | 223 | 0.78 | 0.02 | 0.02 | 0.00 | 11/24/2025 | 11/26/2025 3:59:54 PM EST |
| 25.00 | 0.00 | 0.02 | 0.01 | 0.04 | +0.03 | +300.00% | 0.00 | 1 | 2,501 | 0.59 | 0.02 | 0.01 | 0.00 | 11/26/2025 | 11/26/2025 3:59:54 PM EST |
| 27.50 | 0.00 | 0.34 | 0.17 | 0.01 | 0.00 | 0.00% | 0.01 | 0 | 3,258 | 1.20 | 0.00 | 0.00 | 0.00 | 11/21/2025 | 11/26/2025 3:59:54 PM EST |
| 30.00 | 0.00 | 0.06 | 0.03 | 0.01 | 0.00 | 0.00% | 0.00 | 0 | 2,161 | 0.94 | 0.00 | 0.00 | 0.00 | 11/19/2025 | 11/26/2025 3:59:54 PM EST |
| 32.50 | 0.00 | 0.06 | 0.03 | 0.03 | 0.00 | 0.00% | 0.00 | 0 | 301 | 1.02 | 0.00 | 0.00 | 0.00 | 11/12/2025 | 11/26/2025 3:59:54 PM EST |
| 35.00 | 0.01 | 0.03 | 0.02 | 0.01 | 0.00 | 0.00% | 0.00 | 0 | 593 | 0.92 | 0.00 | 0.00 | 0.00 | 10/8/2025 | 11/26/2025 3:59:54 PM EST |
| 37.50 | 0.00 | 0.04 | 0.02 | 0.03 | 0.00 | 0.00% | 0.00 | 0 | 507 | 1.10 | 0.00 | 0.00 | 0.00 | 11/6/2025 | 11/26/2025 3:59:54 PM EST |
Puts
| Strike | Bid | Ask | Premium | Last Price | Change | %Chg | Premium to Strike Price Ratio | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2.50 | 0.00 | 0.52 | 0.26 | 0.06 | 0.00 | 0.00% | 0.10 | 0 | 21 | 4.27 | 0.00 | 0.00 | 0.00 | 7/3/2024 | 11/26/2025 3:59:54 PM EST |
| 5.00 | 0.00 | 0.53 | 0.27 | 0.10 | 0.00 | 0.00% | 0.05 | 0 | 29 | 2.64 | 0.00 | 0.00 | 0.00 | 6/3/2025 | 11/26/2025 3:59:54 PM EST |
| 7.50 | 0.00 | 0.54 | 0.27 | 0.06 | 0.00 | 0.00% | 0.04 | 0 | 135 | 1.79 | 0.00 | 0.00 | 0.00 | 11/5/2025 | 11/26/2025 3:59:54 PM EST |
| 9.00 | 0.00 | 0.56 | 0.28 | 0.04 | 0.00 | 0.00% | 0.03 | 0 | 1 | 1.42 | -0.01 | 0.01 | 0.00 | 11/5/2025 | 11/26/2025 3:59:54 PM EST |
| 10.00 | 0.00 | 0.30 | 0.15 | 0.11 | 0.00 | 0.00% | 0.01 | 0 | 4,713 | 0.73 | -0.05 | 0.03 | -0.01 | 11/24/2025 | 11/26/2025 3:59:54 PM EST |
| 11.00 | 0.06 | 0.29 | 0.18 | 0.19 | 0.00 | 0.00% | 0.02 | 0 | 279 | 0.66 | -0.09 | 0.04 | -0.01 | 11/25/2025 | 11/26/2025 3:59:54 PM EST |
| 12.50 | 0.25 | 0.38 | 0.32 | 0.30 | -0.14 | -31.82% | 0.03 | 2 | 1,816 | 0.56 | -0.18 | 0.08 | -0.01 | 11/26/2025 | 11/26/2025 3:59:54 PM EST |
| 14.00 | 0.68 | 1.04 | 0.86 | 0.94 | 0.00 | 0.00% | 0.06 | 0 | 397 | 0.54 | -0.33 | 0.13 | -0.01 | 11/25/2025 | 11/26/2025 3:59:54 PM EST |
| 15.00 | 1.15 | 1.29 | 1.22 | 1.12 | -0.31 | -21.68% | 0.08 | 2 | 2,141 | 0.52 | -0.48 | 0.16 | -0.01 | 11/26/2025 | 11/26/2025 3:59:54 PM EST |
| 16.00 | 1.64 | 1.90 | 1.77 | 2.56 | 0.00 | 0.00% | 0.11 | 0 | 374 | 0.48 | -0.63 | 0.15 | -0.01 | 11/21/2025 | 11/26/2025 3:59:54 PM EST |
| 17.50 | 2.39 | 3.60 | 3.00 | 4.10 | 0.00 | 0.00% | 0.17 | 0 | 676 | 0.84 | -0.78 | 0.11 | -0.01 | 11/24/2025 | 11/26/2025 3:59:54 PM EST |
| 19.00 | 3.20 | 4.95 | 4.08 | 2.15 | 0.00 | 0.00% | 0.21 | 0 | 102 | 0.92 | -0.85 | 0.07 | -0.01 | 11/6/2025 | 11/26/2025 3:59:54 PM EST |
| 20.00 | 3.80 | 5.90 | 4.85 | 5.50 | 0.00 | 0.00% | 0.24 | 0 | 442 | 0.99 | -0.89 | 0.06 | -0.01 | 11/6/2025 | 11/26/2025 3:59:54 PM EST |
| 21.00 | 5.00 | 6.85 | 5.93 | 4.50 | 0.00 | 0.00% | 0.28 | 0 | 11 | 1.04 | -0.91 | 0.05 | -0.01 | 10/9/2025 | 11/26/2025 3:59:54 PM EST |
| 22.50 | 6.10 | 8.45 | 7.28 | 7.90 | 0.00 | 0.00% | 0.32 | 0 | 9 | 1.23 | -0.96 | 0.02 | 0.00 | 11/25/2025 | 11/26/2025 3:59:54 PM EST |
| 24.00 | 8.25 | 9.95 | 9.10 | % | 0.38 | 0 | 0 | 1.32 | -0.98 | 0.02 | 0.00 | 11/26/2025 3:59:54 PM EST | |||
| 25.00 | 9.15 | 10.90 | 10.03 | 10.85 | 0.00 | 0.00% | 0.40 | 0 | 34 | 1.35 | -0.98 | 0.01 | 0.00 | 5/22/2025 | 11/26/2025 3:59:54 PM EST |
| 27.50 | 11.85 | 13.45 | 12.65 | 8.90 | 0.00 | 0.00% | 0.46 | 0 | 3 | 1.55 | -1.00 | 0.00 | 0.00 | 10/7/2025 | 11/26/2025 3:59:54 PM EST |
| 30.00 | 14.35 | 15.90 | 15.13 | 13.22 | 0.00 | 0.00% | 0.50 | 0 | 0 | 1.64 | -1.00 | 0.00 | 0.00 | 3/18/2025 | 11/26/2025 3:59:54 PM EST |
| 32.50 | 16.35 | 18.45 | 17.40 | 12.40 | 0.00 | 0.00% | 0.54 | 0 | 0 | 1.79 | -1.00 | 0.00 | 0.00 | 2/3/2025 | 11/26/2025 3:59:54 PM EST |
| 35.00 | 18.85 | 20.95 | 19.90 | % | 0.57 | 0 | 0 | 1.88 | -1.00 | 0.00 | 0.00 | 11/26/2025 3:59:54 PM EST | |||
| 37.50 | 21.35 | 23.55 | 22.45 | 17.90 | 0.00 | 0.00% | 0.60 | 0 | 0 | 2.06 | -1.00 | 0.00 | 0.00 | 9/15/2025 | 11/26/2025 3:59:54 PM EST |