PENN volatiliteit 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%
IV − HV20 spreiding
+8.9pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
71
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dagen vastgelegd
Cboe delayed options data · per 00:42 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | 50.2% | -1.7pt | ±11.9% |
| Dec 18, 2026 | 60 | 50.4% | +25.6pt | ±16.3% |
| Jan 15, 2027 | 88 | 53.3% | -1.6pt | ±20.9% |
| Apr 16, 2027 | 179 | 55.4% | -7.8pt | ±30.6% |
| Jan 21, 2028 | 459 | 48.4% | -0.8pt | ±42.1% |
Volatiliteitsglimlach — Nov 20, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20