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.
|Next Earnings Date||11/3/2022 (81d)|
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
|Put/Call Ratio (Volume)|
Data was calculated after the 8/12/2022 closing.