PENN volatilite 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.55.8%
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.41.9%
HV6037.0%
IV − HV20 farkı
+13.9pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
76
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 kaydedilen gün
Cboe delayed options data · itibarıyla 22:00 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied hareket |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | 55.8% | +2.0pt | ±13.0% |
| Dec 18, 2026 | 59 | 54.3% | +19.2pt | ±17.4% |
| Jan 15, 2027 | 87 | 52.5% | +3.0pt | ±20.4% |
| Apr 16, 2027 | 178 | 45.3% | +9.5pt | ±24.9% |
| Jan 21, 2028 | 458 | 51.7% | -19.9pt | ±45.1% |
Volatilite gülümsemesi — Nov 20, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20