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PENN Entertainment PENN 17.34 -0.1 -0.57%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

PENN / Comparative study

3 signals / 491 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.33
23.94
Mean
29.59
Window
-46.7%
ATM IV z -0.34
0.5
Mean
0.53
Window
-20.2%
IV Percentile z -0.12
40.08
Mean
43.73
Window
-42.5%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.96 0.93
ATM IV 0.96 1.00 0.94
IV Percent... 0.93 0.94 1.00
Source observations

Data inspector

1-50 of 491
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-05 17.34 23.94 0.5 40.08
2026-11-04 17.44 36.27 0.53 50.78
2026-11-03 17.07 37.76 0.53 55.47
2026-11-02 17.02 56.72 0.65 87.45
2026-10-30 15.89 51.6 0.62 80
2026-10-29 15.33 48.89 0.6 75.98
2026-10-28 14.72 49.51 0.61 76.68
2026-10-27 14.83 51.36 0.62 79.45
2026-10-26 14.9 53.87 0.64 82.54
2026-10-23 14.5 42.65 0.57 68.77
2026-10-22 15.46 36.31 0.53 51.38
2026-10-21 14.89 35.5 0.52 49.41
2026-10-20 14.96 47.62 0.6 74.31
2026-10-19 14.71 34.8 0.52 47.22
2026-10-15 15.21 39.36 0.54 60.87
2026-10-14 14.52 42.1 0.56 66.8
2026-10-13 15.37 35.86 0.52 49.41
2026-10-12 15.4 38.27 0.54 57.14
2026-10-09 15.48 32.41 0.5 39.92
2026-10-08 15.76 37.06 0.53 54.15
2026-10-07 15.72 36.4 0.53 51.78
2026-10-06 15.91 36.65 0.53 52.96
2026-10-05 15.1 36.85 0.53 53.17
2026-10-02 14.77 28.68 0.48 31.23
2026-10-01 14.52 38.08 0.54 55.73
2026-09-30 14.65 39.34 0.54 60.47
2026-09-29 14.61 34.53 0.51 47.83
2026-09-28 15.24 27.84 0.47 28.17
2026-09-25 15.65 26.14 0.46 22.92
2026-09-24 15.49 31.59 0.5 38.49
2026-09-23 15.56 36 0.52 52.38
2026-09-22 15.9 28.64 0.48 32.14
2026-09-21 16.13 24.37 0.45 16.73
2026-09-18 16.45 21.6 0.43 13.89
2026-09-17 17.46 20.22 0.42 10.32
2026-09-16 17.69 11.38 0.37 0.4
2026-09-15 17.74 20.5 0.43 11.51
2026-09-14 18 24.97 0.45 17.53
2026-09-11 17.82 19.43 0.42 8.73
2026-09-10 17.11 14.15 0.39 1.98
2026-09-09 17.17 20.3 0.43 11.11
2026-09-08 16.95 17.44 0.41 4.76
2026-09-04 17.07 14.75 0.39 2.38
2026-09-03 17.2 17.24 0.41 3.57
2026-09-02 16.89 23.47 0.45 16.27
2026-09-01 16.4 18.8 0.42 7.97
2026-08-31 16.71 12 0.37 0.4
2026-08-28 17.36 17.21 0.41 2.79
2026-08-27 17.33 12.71 0.38 1.2
2026-08-26 17.85 17.54 0.41 3.19