Penn Entertainment (PENN)'s 30-day implied volatility (IV30) was 51.2% at the close on October 20, 2026, up from 41.3% the day before, against a 52-week range of 30.9% to 71.9%. Its 20-day historical volatility was 46.6%.

Key numbers

30-day implied volatility (IV30): 51.2%
IV30 52-week range: 30.9% to 71.9% (median 49.3%)
Historical volatility: 20-day 46.6%, 1-year 46.7%
Implied move by the nearest expiration: ±2.6%

Data as of October 20, 2026.

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

Name: PENN Implied Volatility
Creator: Market Chameleon