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PENN Entertainment PENN 17.86 0.75 4.38%

Previous-day view · Fri Sep 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

PENN / Comparative study

3 signals / 503 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.62
19.43
Mean
30.49
Window
-31.4%
ATM IV z -1.27
0.42
Mean
0.54
Window
-23.1%
IV Percentile z -1.22
8.73
Mean
45.29
Window
-83.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.97 0.92
ATM IV 0.97 1.00 0.94
IV Percent... 0.92 0.94 1.00
Source observations

Data inspector

1-50 of 503
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-11 17.86 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
2026-09-07 17.07 16.29 0.4 2.79
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
2026-08-25 17.75 18.33 0.41 4.78
2026-08-24 18.26 12.25 0.37 0.8
2026-08-21 18.64 12.11 0.37 0.4
2026-08-20 18.44 14.27 0.39 0.4
2026-08-19 18.56 18.38 0.41 3.98
2026-08-18 18.29 20.49 0.43 8.37
2026-08-17 18.65 20.18 0.42 6.8
2026-08-14 18.79 18.73 0.42 4.38
2026-08-13 18.85 20.37 0.43 7.17
2026-08-12 19.17 22.78 0.44 13.15
2026-08-11 19.13 25.45 0.46 18.73
2026-08-10 18.85 33.43 0.51 44.4
2026-08-07 20.18 17.49 0.41 1.59
2026-08-06 20.13 35.4 0.52 51
2026-08-05 19.62 38.9 0.54 57.77
2026-08-04 20.04 39.08 0.54 58.57
2026-08-03 19.98 47.38 0.59 74
2026-07-31 20.53 55.23 0.64 84.86
2026-07-30 20.52 60 0.67 92.43
2026-07-29 21.2 55.93 0.65 86.45
2026-07-28 21.08 48.6 0.6 77.29
2026-07-27 21.18 42.67 0.57 70
2026-07-24 20.48 41.88 0.56 68.53
2026-07-23 20.27 56.23 0.65 86.85
2026-07-22 20.93 45.62 0.58 74.9
2026-07-21 21.23 36.64 0.53 54.18
2026-07-20 21.23 40.01 0.55 65.2
2026-07-17 20.57 37.18 0.53 56.97
2026-07-16 21.27 40.15 0.55 65.74
2026-07-15 21.12 39.48 0.55 62.95
2026-07-14 20.18 38.61 0.54 59.76
2026-07-13 20.48 39.79 0.55 64
2026-07-10 20.36 40.12 0.55 65.34
2026-07-09 20.69 38.71 0.54 60.56
2026-07-08 20.12 38.91 0.54 61.35
2026-07-07 20.78 38.25 0.54 60.16
2026-07-02 22.02 22.47 0.44 11.51