PENN Entertainment Inc (PENN) Historical Volatility

Tracking PENN historical volatility helps you see how much PENN Entertainment Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, PENN Entertainment Inc's HV tells you what really happened. Use our scanner to monitor PENN 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The PENN 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing PENN Entertainment Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

PENN Entertainment, Inc., together with its subsidiaries, provides integrated entertainment, sports content, and casino gaming experiences in North America. The company operates through five segments: Northeast, South, West, Midwest, and Interactive. It operates 44 properties in 20 states; online sports betting in 13 jurisdictions; and iCasino in five under a portfolio of brands, including Hollywood Casino, L'Auberge, Barstool Sportsbook, and theScore Bet. The company was formerly known as Penn National Gaming, Inc. and changed its name to PENN Entertainment, Inc. in August 2022. PENN Entertainment, Inc.

was founded in 1972 and is based in Wyomissing, Pennsylvania.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts PENN Entertainment Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where PENN HV is running hot, cold, or in line. Make the PENN 30 day historical volatility — and every other window — work for your edge instead of against it.