PENN volatilidad PENN Entertainment, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.50.2%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.41.4%
HV6037.6%
Diferencial IV − HV20
+8.9pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
70
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 días registrados
Cboe delayed options data · a fecha de 12:42 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 50.2% | -1.7pt | ±11.9% |
| Dec 18, 2026 | 59 | 50.4% | +25.6pt | ±16.3% |
| Jan 15, 2027 | 87 | 53.3% | -1.6pt | ±20.9% |
| Apr 16, 2027 | 178 | 55.4% | -7.8pt | ±30.6% |
| Jan 21, 2028 | 458 | 48.4% | -0.8pt | ±42.1% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20