Penn Entertainment (PENN)'s 30-day implied volatility (IV30) was 36.9% at the close on November 9, 2026, down from 45.5% the day before, against a 52-week range of 33.5% to 71.9%. Its 20-day historical volatility was 47.5%.

Key numbers

30-day implied volatility (IV30): 36.9%
IV30 52-week range: 33.5% to 71.9% (median 49.3%)
Historical volatility: 20-day 47.5%, 1-year 47.5%
Implied move by the nearest expiration: ±3.2%

Data as of November 9, 2026.

PENN Implied Volatility (IV) vs Historical Volatility (HV)

Name: PENN Implied Volatility
Creator: Market Chameleon