Net delta exposure for PENN Entertainment Inc (PENN) options was $12.89M per 1% move at the Nov 4, 2026 close. It has been positive on 19 of the last 20 trading days. That is its highest reading in 4 weeks.
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Delta Exposure by Strike
Showing results for PENN, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for PENN, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for PENN, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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PENN Delta Exposure FAQ
What is delta exposure (DEX)?
Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.
Is PENN delta exposure positive or negative?
PENN Entertainment net delta exposure was positive on Nov 4, 2026, at $12.89M. It has been positive on 19 of the last 20 trading days.
How has PENN delta exposure changed recently?
PENN Entertainment net delta exposure went from $3.29M on Oct 7, 2026 to $12.89M on Nov 4, 2026. See the PENN delta exposure history for a longer view.
What is PENN Entertainment Inc?
Penn Entertainment's origins date back to its 1972 racetrack opening in Pennsylvania.