I usually wear an 8 1/2, which leaves me plenty of room. Had to order these in a 10 to get them to fit.  Unfortunately, this style isn't the only one that runs very small.  I'm stuck with another closed toe Penthouse style from another seller that I ordered in a 9. That pair fits like a 7 1/2 or maybe 8.
The only pair of Penthouse shoes that fits me in a 9 is an open toe style.  This is very frustrating, but I think I have it figured out now.