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PENN - PENN Entertainment
Implied Volatility Analysis

Implied Volatility:
55.7%
Put/Call-Ratio:
0.56

PENN Entertainment has an Implied Volatility (IV) of 55.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PENN is 5 and the Implied Volatility Percentile (IVP) is 2. The current Implied Volatility Index for PENN is -1.70 standard deviations away from its 1 year mean.

Market Cap$5.53B
Next Earnings Date2/2/2023 (66d)
Implied Volatility (IV) 30d
55.69
Implied Volatility Rank (IVR) 1y
5.40
Implied Volatility Percentile (IVP) 1y
1.98
Historical Volatility (HV) 30d
48.55
IV / HV
1.15
Open Interest
123.02K
Option Volume
4.92K
Put/Call Ratio (Volume)
0.56

Data was calculated after the 11/25/2022 closing.

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