Lots missing a penalty, sadly (6)
I believe the answer is:
plenty
'lots' is the definition.
(I've seen this in another clue)
'missing a penalty sadly' is the wordplay.
'missing' is a deletion indicator.
'sadly' indicates an anagram.
'penalty' with 'a' removed is 'penlty'.
'penlty' anagrammed gives 'PLENTY'.
(Other definitions for plenty that I've seen before include "As much as necessary" , "A full supply - lots" , "A great deal" , "Ample quantity" , "Masses" .)