← Back to Stock / ETF implied volatility screenerPENN - Penn National Gaming
PENN - Penn National Gaming
Implied Volatility Analysis
Implied Volatility:
56.4%
56.4%
Put/Call-Ratio:
0.32
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 Date | 11/3/2022 (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.
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