Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Quote for PENN (PENN NATIONAL GAMING INC)

Enter Symbol: Register to see the Volatility Skew instead of the Strike Pegger
 PENN  OPTION CHAIN   STRIKE PEGGER   TRADE FINDER 

 LAST

104.12 

 PENN NATIONAL GAMING INC       CHANGE

-2.57 

 HIGH 106.22   LOW 102.11   DIVIDEND DATE 0000-00-00 
 OPEN 105.70   CLOSE 106.69   DIVIDEND AMOUNT 0.00 
 BID 0.00   ASK 0.00   YIELD 0.00 
 VOLUME 2,929,003   SPLIT DATE  2005-03-08   DATE/TIME: 2021-04-09 
 OPTION VOLUME 62986   IMPLIED VOLATILITY 0.60   HISTORICAL VOL  0.84 
Data used in the screeners below are delayed from March 18, 2021.   You must subscribe to get the latest data.
Covered Calls   more... 
Stock Stock Price   Symbol Expiry Strike Premium Time Value % of Stock   IVol  Months
 PENN  111.935    PENN  Apr 16 '21  110.00  11.25  9.31  8.32%    0.82  0
 PENN  111.935    PENN  Jun 18 '21  110.00  18.85  16.91  15.11%    0.81  2
 PENN  111.935    PENN  Jul 16 '21  110.00  20.77  18.84  16.83%    0.79  3
 PENN  111.935    PENN  Oct 15 '21  110.00  27.00  25.07  22.39%    0.78  6
Straddles   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Price ITM
 PENN  Apr 16 '21  110.00   C  11.25    PENN  Apr 16 '21  110.00   P  9.15    20.40  1.93
 PENN  Jun 18 '21  110.00   C  18.85    PENN  Jun 18 '21  110.00   P  16.60    35.45  1.93
 PENN  Jul 16 '21  110.00   C  20.77    PENN  Jul 16 '21  110.00   P  18.62    39.40  1.93
 PENN  Oct 15 '21  110.00   C  27.00    PENN  Oct 15 '21  110.00   P  24.77    51.77  1.93
Calendar Call Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 PENN  Apr 16 '21  110.00   C  11.25    PENN  Jan 20 '23  110.00   C  43.48    -32.23  21
 PENN  Jun 18 '21  110.00   C  18.85    PENN  Jan 20 '23  110.00   C  43.48    -24.62  19
 PENN  Apr 16 '21  110.00   C  11.25    PENN  Jun 17 '22  110.00   C  37.27    -26.02  14
 PENN  Jun 18 '21  110.00   C  18.85    PENN  Jun 17 '22  110.00   C  37.27    -18.42  12
Calendar Put Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 PENN  Apr 16 '21  110.00   P  9.15    PENN  Jan 20 '23  110.00   P  40.92    -31.77  21
 PENN  Jun 18 '21  110.00   P  16.60    PENN  Jan 20 '23  110.00   P  40.92    -24.32  19
 PENN  Apr 16 '21  110.00   P  9.15    PENN  Jun 17 '22  110.00   P  34.85    -25.70  14
 PENN  Apr 16 '21  110.00   P  9.15    PENN  Jan 21 '22  110.00   P  29.35    -20.20  9
Data Provided by HistoricalOptionData.com
Optionistics is not a registered investment advisor or broker-dealer. We do not make recommendations as to particular securities or derivative instruments, and do not advocate the purchase or sale of any security or investment by you or any other individual. By continuing to use this site, you agree to read and abide by the full disclaimer.