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PENN Entertainment PENN 17.34 -0.1 -0.57%

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ATM IV
0.502
Put Call Ratio (OI)
0.462
Put Call Ratio (Vol)
0.314
IV Rank
23.9
IV Percentile
40.1
Max pain
15

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
15.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-22.6
22.6
View values by strike
PENN · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 0.25 0
5.00 -3.72e-9 -2.51
7.50 0 -376
8.00 21.8 -49.5
10.00 15.4 -12.2 K
11.00 0 -333
12.00 0 -551
12.50 9.01 K -4.1 K
13.00 1.49 K -4.91 K
14.00 27.8 -17.3 K
15.00 63 K -85.7 K
16.00 108 K -24.3 K
17.00 79.7 K -6.35 K
17.50 40.1 K -19.7 K
18.00 95.7 K -4.43 K
19.00 295 K -9.28 K
20.00 92.3 K -61.2 K
21.00 20.5 K -526
22.00 3.91 K -1.11 K
22.50 40.8 K -11.6 K
23.00 255 0
24.00 1.61 K 0
25.00 25.4 K -358
26.00 64.7 0
27.00 561 0
27.50 3.9 K 0
30.00 10.6 K 0
32.00 949 0
32.50 1.04 K 0
35.00 15.4 K 0
37.50 2.18 K 0
40.00 845 0