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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 Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 PENN 118.34 16 Apr '21 71 50.00 1.120 69.05 2 55.00 1.367 62.80 1 6.25 5.00 0.80 0.25
2 PENN 118.34 16 Apr '21 71 65.00 0.645 54.95 5 70.00 0.791 48.25 5 6.70 5.00 0.75 0.15
3 PENN 118.34 21 Jan '22 351 55.00 0.674 70.45 1 60.00 0.781 63.30 3 7.15 5.00 0.70 0.11
4 PENN 118.34 19 Mar '21 43 65.00 0.810 54.10 0 70.00 0.873 47.75 0 6.35 5.00 0.79 0.06
5 PENN 118.34 16 Apr '21 71 75.00 0.632 45.30 13 80.00 0.694 39.65 74 5.65 5.00 0.88 0.06
6 PENN 118.34 18 Jun '21 134 65.00 0.748 56.75 1 70.00 0.797 50.30 0 6.45 5.00 0.78 0.05
7 PENN 118.34 19 Mar '21 43 60.00 0.767 59.05 0 65.00 0.810 52.85 0 6.20 5.00 0.81 0.04
8 PENN 118.34 16 Jul '21 162 65.00 0.773 57.00 15 70.00 0.806 52.45 1 4.55 5.00 1.10 0.03
9 PENN 118.34 18 Jun '21 134 75.00 0.781 47.95 7 80.00 0.797 42.70 28 5.25 5.00 0.95 0.02
10 PENN 118.34 16 Jul '21 162 75.00 0.782 49.20 0 80.00 0.796 43.90 0 5.30 5.00 0.94 0.01
11 PENN 118.34 16 Jul '21 162 50.00 0.778 70.85 0 55.00 0.792 63.05 1 7.80 5.00 0.64 0.01
12 PENN 118.34 21 Jan '22 351 65.00 0.768 62.05 0 70.00 0.778 55.55 7 6.50 5.00 0.77 0.01
13 PENN 118.34 21 Jan '22 351 75.00 0.766 55.70 1 80.00 0.766 50.75 12 4.95 5.00 1.01 -0.00
14 PENN 118.34 19 Feb '21 15 75.00 1.313 44.15 33 80.00 1.311 35.85 11 8.30 5.00 0.60 -0.00
15 PENN 118.34 19 Feb '21 15 70.00 1.316 49.30 33 75.00 1.313 41.20 33 8.10 5.00 0.62 -0.00
16 PENN 118.34 12 Feb '21 8 75.00 1.274 44.35 0 80.00 1.270 36.00 0 8.35 5.00 0.60 -0.00
17 PENN 118.34 19 Feb '21 15 65.00 1.321 54.40 2 70.00 1.316 46.10 33 8.30 5.00 0.60 -0.01
18 PENN 118.34 16 Jul '21 162 55.00 0.792 66.35 1 60.00 0.784 58.60 0 7.75 5.00 0.65 -0.01
19 PENN 118.34 16 Jul '21 162 60.00 0.784 62.00 0 65.00 0.773 55.60 15 6.40 5.00 0.78 -0.01
20 PENN 118.34 12 Feb '21 8 70.00 1.285 49.45 0 75.00 1.274 40.95 0 8.50 5.00 0.59 -0.01
21 PENN 118.34 19 Feb '21 15 60.00 1.334 59.30 0 65.00 1.321 51.00 2 8.30 5.00 0.60 -0.01
22 PENN 118.34 21 Jan '22 351 60.00 0.781 66.40 3 65.00 0.768 60.05 0 6.35 5.00 0.79 -0.01
23 PENN 118.34 18 Jun '21 134 70.00 0.797 52.45 0 75.00 0.781 46.25 7 6.20 5.00 0.81 -0.02
24 PENN 118.34 18 Jun '21 134 55.00 0.818 65.35 50 60.00 0.795 58.85 0 6.50 5.00 0.77 -0.02
25 PENN 118.34 16 Jul '21 162 70.00 0.806 54.50 1 75.00 0.782 47.60 0 6.90 5.00 0.72 -0.02
26 PENN 118.34 19 Mar '21 43 70.00 0.873 49.80 0 75.00 0.848 42.90 2 6.90 5.00 0.72 -0.02
27 PENN 118.34 19 Feb '21 15 55.00 1.362 64.40 0 60.00 1.334 55.95 0 8.45 5.00 0.59 -0.03
28 PENN 118.34 12 Feb '21 8 65.00 1.316 54.30 0 70.00 1.285 45.95 0 8.35 5.00 0.60 -0.03
29 PENN 118.34 18 Jun '21 134 50.00 0.861 70.25 0 55.00 0.818 63.40 50 6.85 5.00 0.73 -0.04
30 PENN 118.34 18 Jun '21 134 60.00 0.795 60.70 0 65.00 0.748 54.45 1 6.25 5.00 0.80 -0.05
31 PENN 118.34 19 Feb '21 15 50.00 1.426 68.85 1 55.00 1.362 60.95 0 7.90 5.00 0.63 -0.06
32 PENN 118.34 12 Feb '21 8 105.00 0.748 14.50 90 106.00 0.630 12.25 63 2.25 1.00 0.44 -0.12
33 PENN 118.34 19 Mar '21 43 75.00 0.848 45.15 2 80.00 0.702 38.20 2 6.95 5.00 0.72 -0.15
34 PENN 118.34 16 Apr '21 71 70.00 0.791 49.75 5 75.00 0.632 43.75 13 6.00 5.00 0.83 -0.16
35 PENN 118.34 16 Apr '21 71 60.00 0.850 59.65 2 65.00 0.645 53.05 5 6.60 5.00 0.76 -0.21
36 PENN 118.34 16 Apr '21 71 55.00 1.367 64.40 1 60.00 0.850 57.90 2 6.50 5.00 0.77 -0.52
37 PENN 118.34 19 Mar '21 43 55.00 1.358 63.70 0 60.00 0.767 57.70 0 6.00 5.00 0.83 -0.59
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