PENN · PENN Entertainment, Inc.

Track PENN — free

$18.79 -0.06 (-0.32%) At close · Aug 14

Market Cap

$2.57B

134.07M

Options Chain

Underlying $18.79 · at close Aug 14, 2026 Options Calculator

Positioning

Aug 21, 2026 · 6 days to expiry · 36 contracts · mixed snapshot sessions · Jul 10, 2026–Aug 14, 2026; 5 unknown

Put / call OI

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dated and unknown snapshot sessions

Open interest

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dated and unknown snapshot sessions

Volume

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dated and unknown snapshot sessions

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 6d Sep 18 34d Oct 16 62d Jan 15 153d Jan 21 524d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	2	242.8%	0.899	$6.30		$0.17	—	—	1	3
Call · $13 In the money Snapshot session Aug 10, 2026 Last $6.30 Breakeven $19.30 Implied vol 242.8% Delta 0.899 ≈90% ITM Gamma 0.03 Theta -0.085 Vega 0.005 Open interest 1 Model this call Put · $13 Snapshot session Jul 22, 2026 Last $0.17 Breakeven $12.83 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
7	7	211.2%	0.873	$6.86		$0.30	-0.091	172.6%	1	3
Call · $14 In the money Snapshot session Jul 17, 2026 Last $6.86 Breakeven $20.86 Implied vol 211.2% Delta 0.873 ≈87% ITM Gamma 0.04 Theta -0.086 Vega 0.006 Open interest 7 Model this call Put · $14 Snapshot session Jul 31, 2026 Last $0.30 Breakeven $13.70 Implied vol 172.6% Delta -0.091 ≈9% ITM Gamma 0.039 Theta -0.054 Vega 0.004 Open interest 3 Model this put
2	2	173.3%	0.848	$5.65		$0.05	-0.083	122%	12	46
Call · $15 In the money Snapshot session Jul 15, 2026 Last $5.65 Breakeven $20.65 Implied vol 173.3% Delta 0.848 ≈85% ITM Gamma 0.055 Theta -0.079 Vega 0.006 Open interest 2 Model this call Put · $15 Snapshot session Aug 5, 2026 Last $0.05 Breakeven $14.95 Implied vol 122% Delta -0.083 ≈8% ITM Gamma 0.051 Theta -0.036 Vega 0.004 Open interest 46 Model this put
69	100	138%	0.814	$5.50		$0.10	-0.195	145.5%	13	40
Call · $16 In the money Snapshot session Jul 20, 2026 Last $5.50 Breakeven $21.50 Implied vol 138% Delta 0.814 ≈81% ITM Gamma 0.08 Theta -0.073 Vega 0.006 Open interest 69 Model this call Put · $16 Snapshot session Aug 5, 2026 Last $0.10 Breakeven $15.90 Implied vol 145.5% Delta -0.195 ≈19% ITM Gamma 0.078 Theta -0.078 Vega 0.006 Open interest 40 Model this put
10	2	76.7%	0.814	$1.95		$0.10	-0.161	68%	10	621
Call · $17 In the money Snapshot session Aug 14, 2026 Last $1.95 Breakeven $18.95 Implied vol 76.7% Delta 0.814 ≈81% ITM Gamma 0.143 Theta -0.041 Vega 0.006 Open interest 10 Model this call Put · $17 Snapshot session Aug 11, 2026 Last $0.10 Breakeven $16.90 Implied vol 68% Delta -0.161 ≈16% ITM Gamma 0.147 Theta -0.031 Vega 0.006 Open interest 621 Model this put
133	69	67.8%	0.642	$1.00		$0.18	-0.295	41.9%	12	1.8k
Call · $18 In the money Snapshot session Aug 14, 2026 Last $1.00 Breakeven $19.00 Implied vol 67.8% Delta 0.642 ≈64% ITM Gamma 0.227 Theta -0.05 Vega 0.01 Open interest 133 Model this call Put · $18 Snapshot session Aug 11, 2026 Last $0.18 Breakeven $17.82 Implied vol 41.9% Delta -0.295 ≈30% ITM Gamma 0.338 Theta -0.027 Vega 0.008 Open interest 1.8k Model this put
Underlying $18.79
251	6	63.8%	0.397	$0.35		$0.65	—	—	1	434
Call · $19 Snapshot session Aug 14, 2026 Last $0.35 Breakeven $19.35 Implied vol 63.8% Delta 0.397 ≈40% ITM Gamma 0.249 Theta -0.048 Vega 0.01 Open interest 251 Model this call Put · $19 In the money Snapshot session Aug 14, 2026 Last $0.65 Breakeven $18.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 434 Model this put
433	7	49.3%	0.126	$0.07		$1.22	—	—	1	1.4k
Call · $20 Snapshot session Aug 14, 2026 Last $0.07 Breakeven $20.07 Implied vol 49.3% Delta 0.126 ≈13% ITM Gamma 0.172 Theta -0.02 Vega 0.005 Open interest 433 Model this call Put · $20 In the money Snapshot session Aug 14, 2026 Last $1.22 Breakeven $18.78 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.4k Model this put
1k	2	69.8%	0.095	$0.05		$2.12	—	—	1	65
Call · $21 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $21.05 Implied vol 69.8% Delta 0.095 ≈9% ITM Gamma 0.098 Theta -0.023 Vega 0.005 Open interest 1k Model this call Put · $21 In the money Snapshot session Aug 14, 2026 Last $2.12 Breakeven $18.88 Implied vol — Delta — Gamma — Theta — Vega — Open interest 65 Model this put
552	6	94.6%	0.095	$0.05		$2.59	—	—	1	2
Call · $22 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $22.05 Implied vol 94.6% Delta 0.095 ≈9% ITM Gamma 0.073 Theta -0.031 Vega 0.005 Open interest 552 Model this call Put · $22 In the money Snapshot session Aug 10, 2026 Last $2.59 Breakeven $19.41 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
552	2	105.3%	0.068	$0.03		$4.00	—	—	4	0
Call · $23 Snapshot session Aug 11, 2026 Last $0.03 Breakeven $23.03 Implied vol 105.3% Delta 0.068 ≈7% ITM Gamma 0.051 Theta -0.027 Vega 0.003 Open interest 552 Model this call Put · $23 In the money Snapshot session Aug 11, 2026 Last $4.00 Breakeven $19.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
182	1	151.1%	0.117	$0.08		$5.00	—	—	2	3
Call · $24 Snapshot session Aug 14, 2026 Last $0.08 Breakeven $24.08 Implied vol 151.1% Delta 0.117 ≈12% ITM Gamma 0.053 Theta -0.057 Vega 0.005 Open interest 182 Model this call Put · $24 In the money Snapshot session Aug 14, 2026 Last $5.00 Breakeven $19.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
176	18	134.6%	0.056	$0.05		—	—	—	—	0
Call · $25 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $25.05 Implied vol 134.6% Delta 0.056 ≈6% ITM Gamma 0.034 Theta -0.029 Vega 0.003 Open interest 176 Model this call Put · $25 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
76	1	282%	0.237	$0.05		—	—	—	—	0
Call · $26 Snapshot session Aug 6, 2026 Last $0.05 Breakeven $26.05 Implied vol 282% Delta 0.237 ≈24% ITM Gamma 0.045 Theta -0.167 Vega 0.008 Open interest 76 Model this call Put · $26 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
50	6	335.2%	0.267	$0.02		—	—	—	—	0
Call · $27 Snapshot session Aug 11, 2026 Last $0.02 Breakeven $27.02 Implied vol 335.2% Delta 0.267 ≈27% ITM Gamma 0.04 Theta -0.212 Vega 0.008 Open interest 50 Model this call Put · $27 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	182.5%	0.056	$0.05		—	—	—	—	0
Call · $28 Snapshot session Jul 27, 2026 Last $0.05 Breakeven $28.05 Implied vol 182.5% Delta 0.056 ≈6% ITM Gamma 0.025 Theta -0.039 Vega 0.003 Open interest 1 Model this call Put · $28 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
12	1	256.4%	0.126	$0.08		—	—	—	—	0
Call · $29 Snapshot session Aug 4, 2026 Last $0.08 Breakeven $29.08 Implied vol 256.4% Delta 0.126 ≈13% ITM Gamma 0.033 Theta -0.101 Vega 0.005 Open interest 12 Model this call Put · $29 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
15	1	251.5%	0.097	$0.11		$9.66	—	—	2	0
Call · $30 Snapshot session Aug 13, 2026 Last $0.11 Breakeven $30.11 Implied vol 251.5% Delta 0.097 ≈10% ITM Gamma 0.028 Theta -0.083 Vega 0.005 Open interest 15 Model this call Put · $30 In the money Snapshot session Jul 10, 2026 Last $9.66 Breakeven $20.34 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Each contract's last price, volume, greeks, implied volatility and open interest belongs to the snapshot session shown in its details; unknown means the provider omitted the timestamp. This chain has mixed snapshot sessions · Jul 10, 2026–Aug 14, 2026; 5 unknown. Cross-contract positioning totals are shown only when every returned row has the same known session. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.

Key facts CIK 921738 CUSIP 707569109 13F (30d) 380 filings 352 filers Visit website Investor relations