← Back to Stock / ETF implied volatility screener

PENN - Penn National Gaming
Implied Volatility Analysis

Implied Volatility:
56.4%
Put/Call-Ratio:
0.32

Penn National Gaming has an Implied Volatility (IV) of 56.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PENN is 12 and the Implied Volatility Percentile (IVP) is 12. The current Implied Volatility Index for PENN is -1.28 standard deviations away from its 1 year mean.

Market Cap$5.64B
Next Earnings Date11/3/2022 (81d)
Implied Volatility (IV) 30d
56.36
Implied Volatility Rank (IVR) 1y
11.64
Implied Volatility Percentile (IVP) 1y
12.25
Historical Volatility (HV) 30d
55.71
IV / HV
1.01
Open Interest
135.55K
Option Volume
19.17K
Put/Call Ratio (Volume)
0.32

Data was calculated after the 8/12/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.