Tour v477
PENN
PENN ENTMT INC
$20.53 +0.07%
$20.40 (-0.63%)🌙
as of 07/31 06:59 PM
7/31 18:59

Option Volume

Detail
Current (07/31) 95
Calls: 84 (88%)
Puts: 11 (12%)
Prior (07/30) 98
Calls: 74 (76%)
Puts: 24 (24%)
Current vs Prior -3.06%
Calls: +13.51% (Calls)
Puts: -54.17% (Puts)
Prior 7-Day Total 3,404
Calls: 1,845 (54%)
Puts: 1,559 (46%)
Prior 7-Day Average 486
Calls: 263 (54%)
Puts: 222 (46%)
Current vs Prior 7-Day Avg -80.46%
Calls: -68.13%
Puts: -95.06%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $17.5K
Calls: $16.9K (96%)
Puts: $636 (4%)
Prior (07/30) $36.6K
Calls: $34.8K (95%)
Puts: $1.8K (5%)
Current vs Prior -52.13%
Calls: -51.44%
Puts: -65.25%
Prior 7-Day Total $759.3K
Calls: $616.5K (81%)
Puts: $142.8K (19%)
Prior 7-Day Average $108.5K
Calls: $88.1K (81%)
Puts: $20.4K (19%)
Current vs Prior 7-Day Avg -83.83%
Calls: -80.81%
Puts: -96.88%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.13
Prior (07/30) 0.32
Current vs Prior -59.62%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg -82.82%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 7,783
Calls: 6,865 (88%)
Puts: 918 (12%)
Prior (07/30) 3,239
Calls: 2,959 (91%)
Puts: 280 (9%)
Current vs Prior +140.29%
Prior 7-Day Total 40,542
Calls: 34,527 (85%)
Puts: 6,015 (15%)
Prior 7-Day Average 5,791
Calls: 4,932 (83%)
Puts: 1,002 (17%)
Current vs Prior 7-Day Avg +34.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 14.03% | 18.27%
Prior 14.04% | 18.52%
Current vs Prior -0.05% | -1.36%
Prior 7-Day Avg 14.81% | 18.00%
Current vs 7-Day Avg -5.26% | +1.50%
Prior 7-Day Eod 14.04% | 18.52%
Current vs 7-Day Eod -0.05% | -1.36%
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 96% of dollar volume in calls ($16.9K) vs puts ($636). Light premium activity with dollar volume down 52% vs prior. Extreme bullish P/C ratio of 0.13 - heavy call buying (84 calls vs 11 puts). P/C ratio dropping 60% - sentiment shifting bullish.

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 BULLISH
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. -- found (avg delta --, highest --)

No options available for this category

Most actively traded options today. High liquidity = easy entry/exit. 4 active (total vol 29, top 25)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.200.75$0.48114.6%250.33488
$21.00Aug 210.701.50$1.1072.7%20.50--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Aug 210.000.30$0.15200.0%10.08--
$19.00Aug 210.400.80$0.6066.7%10.27338

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. 2 found (best R:R 5.67, avg 3.14)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$21.00$22.00Aug 21$0.62$0.38$0.620.61$21.62
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$19.00$16.00Aug 21$0.45$2.55$0.455.67$18.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 1.63, avg 0.90)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$21.00$22.00Aug 21$0.62$0.62$0.381.63$21.62
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.00$16.00Aug 21$0.45$0.45$2.550.18$18.55

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. -- found (cheapest --% of stock, avg --%)

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 3.07% of stock, avg 5.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$22.00$16.00Aug 21$0.48$0.15$0.63$15.37$22.63
$22.00$19.00Aug 21$0.48$0.60$1.08$17.92$23.08
$21.00$16.00Aug 21$1.10$0.15$1.25$14.75$22.25
$21.00$19.00Aug 21$1.10$0.60$1.70$17.30$22.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.55, avg credit $1.07)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
16/1921/22Aug 21$1.07$1.930.55$17.93$22.07

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

No setups found for this strategy

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 2 found (best net $0.30, -- credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$21.00$22.001:2Aug 21$0.14$0.86
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$19.00$16.001:2Aug 21$0.30$2.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 3.41%, avg 2.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Aug 21$0.700.502.3%3.41%5.70%2--
$22.00Aug 21$0.200.337.2%0.97%8.13%25488

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 84
Total Puts 11
Put/Call Ratio 0.13
Net Difference 73

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,845
Total Puts 1,559
Average Put/Call Ratio 0.76
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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