Tour v473
PENN
PENN ENTMT INC
$20.52 -3.23%
$20.68 (+0.80%)🌙
as of 07/30 07:20 PM
7/30 19:20

Option Volume

Detail
Current (07/30) 98
Calls: 74 (76%)
Puts: 24 (24%)
Prior (07/29) 817
Calls: 455 (56%)
Puts: 362 (44%)
Current vs Prior -88.00%
Calls: -83.74% (Calls)
Puts: -93.37% (Puts)
Prior 7-Day Total 3,464
Calls: 1,911 (55%)
Puts: 1,553 (45%)
Prior 7-Day Average 494
Calls: 273 (55%)
Puts: 221 (45%)
Current vs Prior 7-Day Avg -80.20%
Calls: -72.89%
Puts: -89.18%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $36.6K
Calls: $34.8K (95%)
Puts: $1.8K (5%)
Prior (07/29) $252.3K
Calls: $228.4K (91%)
Puts: $23.9K (9%)
Current vs Prior -85.48%
Calls: -84.76%
Puts: -92.35%
Prior 7-Day Total $769.8K
Calls: $624.6K (81%)
Puts: $145.2K (19%)
Prior 7-Day Average $110.0K
Calls: $89.2K (81%)
Puts: $20.7K (19%)
Current vs Prior 7-Day Avg -66.69%
Calls: -60.99%
Puts: -91.18%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.32
Prior (07/29) 0.80
Current vs Prior -59.24%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -55.85%
Sentiment BULLISH

Open Interest

Detail
Current (07/30) 3,239
Calls: 2,959 (91%)
Puts: 280 (9%)
Prior (07/29) 1,945
Calls: 1,683 (87%)
Puts: 262 (13%)
Current vs Prior +66.53%
Prior 7-Day Total 43,559
Calls: 36,976 (85%)
Puts: 6,583 (15%)
Prior 7-Day Average 6,222
Calls: 5,282 (83%)
Puts: 1,097 (17%)
Current vs Prior 7-Day Avg -47.95%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 14.04% | 18.52%
Prior 14.62% | 18.54%
Current vs Prior -4.02% | -0.10%
Prior 7-Day Avg 14.59% | 18.05%
Current vs 7-Day Avg -3.82% | +2.61%
Prior 7-Day Eod 14.62% | 18.54%
Current vs 7-Day Eod -4.02% | -0.10%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 21.05% | 16.55%
Calls: 10.53% | 14.29%
Puts: 31.58% | 18.80%
Prior 21.05% | 16.55%
Calls: 10.53% | 14.29%
Puts: 31.58% | 18.80%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 21.05% | 16.55%
Calls: 10.53% | 14.29%
Puts: 31.58% | 18.80%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($34.8K) vs puts ($1.8K). Light premium activity with dollar volume down 85% vs prior. Below-average activity with volume down 88% vs prior. Extreme bullish P/C ratio of 0.32 - heavy call buying (74 calls vs 24 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1 found (avg delta 0.67, highest 0.67)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 211.401.85$1.6327.6%60.67396
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 6 active (total vol 47, top 21)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.550.75$0.6530.8%210.38507
$20.00Aug 211.401.85$1.6327.6%60.67396
$24.00Aug 210.150.35$0.2580.0%10.18--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 210.501.10$0.8075.0%110.36--
$18.00Aug 210.100.50$0.30133.3%50.16--
$19.00Aug 210.401.00$0.7085.7%30.28--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 4 found (best R:R 9.00, avg 3.88)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$24.00Aug 21$0.40$1.60$0.404.00$22.40
$20.00$22.00Aug 21$0.98$1.02$0.981.04$20.98
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$20.00$19.00Aug 21$0.10$0.90$0.109.00$19.90
$19.00$18.00Aug 21$0.40$0.60$0.401.50$18.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.96, avg 0.50)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.00$22.00Aug 21$0.98$0.98$1.020.96$20.98
$22.00$24.00Aug 21$0.40$0.40$1.600.25$22.40
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.00$18.00Aug 21$0.40$0.40$0.600.67$18.60
$20.00$19.00Aug 21$0.10$0.10$0.900.11$19.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 11.84% of stock, avg 11.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.00Aug 21$1.63$0.80$2.43$17.57$22.4311.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 2.68% of stock, avg 5.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.00$18.00Aug 21$0.25$0.30$0.55$17.45$24.55
$22.00$18.00Aug 21$0.65$0.30$0.95$17.05$22.95
$24.00$19.00Aug 21$0.25$0.70$0.95$18.05$24.95
$24.00$20.00Aug 21$0.25$0.80$1.05$18.95$25.05
$22.00$19.00Aug 21$0.65$0.70$1.35$17.65$23.35
$22.00$20.00Aug 21$0.65$0.80$1.45$18.55$23.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 2.23, avg credit $0.89)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
18/1920/22Aug 21$1.38$0.622.23$17.62$21.38
18/1922/24Aug 21$0.80$1.200.67$18.20$22.80
19/2022/24Aug 21$0.50$1.500.33$19.50$22.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 2.45, cheapest $0.58)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$20.00$22.00$24.00Aug 21$0.58$1.422.45
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 4 found (best net $-0.60, 1 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$22.00$24.001:2Aug 21$0.15$1.85
$20.00$22.001:2Aug 21$0.33$1.67
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$20.00$19.001:2Aug 21-$0.60$0.40
$19.00$18.001:2Aug 21$0.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.68%, avg 1.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.00Aug 21$0.550.387.2%2.68%9.89%21507
$24.00Aug 21$0.150.1817.0%0.73%17.69%1--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 74
Total Puts 24
Put/Call Ratio 0.32
Net Difference 50

Prior's Put/Call Breakdown

Total Calls 455
Total Puts 362
Put/Call Ratio 0.80
Net Difference 93

Prior 7-Day Put/Call Summary

Total Calls 1,911
Total Puts 1,553
Average Put/Call Ratio 0.73
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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