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PENN

PENN Entertainment

$26.41
-0.75% ($6.49)
Market Cap: $3.86B
Open Interest: 106.0K
Option Volume: 15.1K
Dividend

Next Earnings
8/3/2023 (59d)
Implied Volatility
42.6%
IV Min 1y:
42.1%
IV Max 1y:
80.7%
IV Rank 1y
1
IV Percentile 1y
1
IV ZScore 1y
-1.63
Historical Volatility 30d
66.62%
IV/HV
0.64
Put/Call Ratio
0.31
PENN Entertainment has an Implied Volatility (IV) of 42.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PENN is 1 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for PENN is -1.6 standard deviations away from its 1 year mean of 59.1%.
Data as of 6/2/2023

This stock chart shows PENN Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for PENN PENN Entertainment over a one year time horizon.