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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PENN Entertainment (PENN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 6, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 4.2
Avg Daily Volume: 2,674,442    Market Cap: 2.55B
Sector: Services    Short Interest: 22.14
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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. 7, 2024 BO 4.6 $19.23 @$19.00 $2.68
($19.23)
14.11% 6.39% I 5.14% I $20.22 $1.09
( $20.22 )
-59.33%
Aug. 8, 2024 BO 4.7 $17.26 @$17.50 $2.24
($17.26)
12.8% 8.98% I 8.45% I $18.72 $1.85
( $18.72 )
-17.41%
May 2, 2024 BO 4.4 $16.44 @$16.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 2, 2023 BO 3.9 $35.85 @$36.00
Nov. 3, 2022 BO 4.0 $32.83 @$33.00
Aug. 4, 2022 BO 4.2 $36.59 @$36.50

 
 
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