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Data is delayed from February 4, 2021. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Call Short Call Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 PENN 118.34 19 Mar '21 43 60.00 0.767 59.05 0 55.00 1.358 62.70 0 -3.65 5.00 3.70 0.59
2 PENN 118.34 16 Apr '21 71 60.00 0.850 59.65 2 55.00 1.367 62.80 1 -3.15 5.00 2.70 0.52
3 PENN 118.34 16 Apr '21 71 65.00 0.645 54.95 5 60.00 0.850 57.90 2 -2.95 5.00 2.44 0.21
4 PENN 118.34 16 Apr '21 71 75.00 0.632 45.30 13 70.00 0.791 48.25 5 -2.95 5.00 2.44 0.16
5 PENN 118.34 19 Mar '21 43 80.00 0.702 39.50 2 75.00 0.848 42.90 2 -3.40 5.00 3.13 0.15
6 PENN 118.34 12 Feb '21 8 106.00 0.630 13.65 63 105.00 0.748 14.10 90 -0.45 1.00 1.82 0.12
7 PENN 118.34 19 Feb '21 15 55.00 1.362 64.40 0 50.00 1.426 66.00 1 -1.60 5.00 1.47 0.06
8 PENN 118.34 18 Jun '21 134 65.00 0.748 56.75 1 60.00 0.795 58.85 0 -2.10 5.00 1.72 0.05
9 PENN 118.34 18 Jun '21 134 55.00 0.818 65.35 50 50.00 0.861 68.05 0 -2.70 5.00 2.17 0.04
10 PENN 118.34 12 Feb '21 8 70.00 1.285 49.45 0 65.00 1.316 50.95 0 -1.50 5.00 1.43 0.03
11 PENN 118.34 19 Feb '21 15 60.00 1.334 59.30 0 55.00 1.362 60.95 0 -1.65 5.00 1.49 0.03
12 PENN 118.34 19 Mar '21 43 75.00 0.848 45.15 2 70.00 0.873 47.75 0 -2.60 5.00 2.08 0.02
13 PENN 118.34 16 Jul '21 162 75.00 0.782 49.20 0 70.00 0.806 52.45 1 -3.25 5.00 2.86 0.02
14 PENN 118.34 18 Jun '21 134 60.00 0.795 60.70 0 55.00 0.818 63.40 50 -2.70 5.00 2.17 0.02
15 PENN 118.34 18 Jun '21 134 75.00 0.781 47.95 7 70.00 0.797 50.30 0 -2.35 5.00 1.89 0.02
16 PENN 118.34 21 Jan '22 351 65.00 0.768 62.05 0 60.00 0.781 63.30 3 -1.25 5.00 1.33 0.01
17 PENN 118.34 19 Feb '21 15 65.00 1.321 54.40 2 60.00 1.334 55.95 0 -1.55 5.00 1.45 0.01
18 PENN 118.34 12 Feb '21 8 75.00 1.274 44.35 0 70.00 1.285 45.95 0 -1.60 5.00 1.47 0.01
19 PENN 118.34 16 Jul '21 162 65.00 0.773 57.00 15 60.00 0.784 58.60 0 -1.60 5.00 1.47 0.01
20 PENN 118.34 16 Jul '21 162 60.00 0.784 62.00 0 55.00 0.792 63.05 1 -1.05 5.00 1.27 0.01
21 PENN 118.34 19 Feb '21 15 70.00 1.316 49.30 33 65.00 1.321 51.00 2 -1.70 5.00 1.52 0.01
22 PENN 118.34 12 Feb '21 8 80.00 1.270 39.20 0 75.00 1.274 40.95 0 -1.75 5.00 1.54 0.00
23 PENN 118.34 19 Feb '21 15 75.00 1.313 44.15 33 70.00 1.316 46.10 33 -1.95 5.00 1.64 0.00
24 PENN 118.34 19 Feb '21 15 80.00 1.311 38.65 11 75.00 1.313 41.20 33 -2.55 5.00 2.04 0.00
25 PENN 118.34 21 Jan '22 351 80.00 0.766 52.95 12 75.00 0.766 53.75 1 -0.80 5.00 1.19 0.00
26 PENN 118.34 21 Jan '22 351 70.00 0.778 59.85 7 65.00 0.768 60.05 0 -0.20 5.00 1.04 -0.01
27 PENN 118.34 16 Jul '21 162 55.00 0.792 66.35 1 50.00 0.778 67.40 0 -1.05 5.00 1.27 -0.01
28 PENN 118.34 16 Jul '21 162 80.00 0.796 46.35 0 75.00 0.782 47.60 0 -1.25 5.00 1.33 -0.01
29 PENN 118.34 18 Jun '21 134 80.00 0.797 44.65 28 75.00 0.781 46.25 7 -1.60 5.00 1.47 -0.02
30 PENN 118.34 16 Jul '21 162 70.00 0.806 54.50 1 65.00 0.773 55.60 15 -1.10 5.00 1.28 -0.03
31 PENN 118.34 19 Mar '21 43 65.00 0.810 54.10 0 60.00 0.767 57.70 0 -3.60 5.00 3.57 -0.04
32 PENN 118.34 18 Jun '21 134 70.00 0.797 52.45 0 65.00 0.748 54.45 1 -2.00 5.00 1.67 -0.05
33 PENN 118.34 16 Apr '21 71 80.00 0.694 41.20 74 75.00 0.632 43.75 13 -2.55 5.00 2.04 -0.06
34 PENN 118.34 19 Mar '21 43 70.00 0.873 49.80 0 65.00 0.810 52.85 0 -3.05 5.00 2.56 -0.06
35 PENN 118.34 21 Jan '22 351 60.00 0.781 66.40 3 55.00 0.674 66.45 1 -0.05 5.00 1.01 -0.11
36 PENN 118.34 16 Apr '21 71 70.00 0.791 49.75 5 65.00 0.645 53.05 5 -3.30 5.00 2.94 -0.15
37 PENN 118.34 16 Apr '21 71 55.00 1.367 64.40 1 50.00 1.120 67.65 2 -3.25 5.00 2.86 -0.25
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