PennantPark Investment Corp

PNNTNYSE · USD
2.86USD+0.02 (+0.71%)
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PennantPark Investment Corp (PNNT) Implied Volatility Current

PNNT implied volatility is 37%. IV Rank is 5%, placing current premiums in the bottom of their 52-week range.

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Tracking PNNT implied volatility helps you identify when options premiums on PennantPark Investment Corp are historically cheap or expensive, and where the best trades are hiding. PennantPark Investment Corp implied volatility reflects the market's expectation of future price movement: when PNNT IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor PennantPark Investment Corp's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For PNNT, tracking metrics like PNNT IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on PNNT signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

PennantPark Investment Corporation, a business development company is a private equity fund specializes in direct and mezzanine investments in middle market companies. It invests in the form of mezzanine debt, senior secured loans, and equity investments. The fund typically invests in buildings and real estate, hotels, gaming and leisure, technology, telecommunications, transportation, information technology services, electronics, healthcare & pharmaceuticals, education and childcare, financial services, printing and publishing, consumer products, business services, energy & Related Services and utilities, distribution, oil and gas, media, environmental services, aerospace and defense, building materials, capital equipment, chemicals, plastics, & rubber, food & beverage, wholesale, manufacturing and basic industries and retail.

It invests in equity securities and debt transactions through preferred stock, common stock, warrants, options, senior secured debt, subordinated debt, subordinated loans, first lien debt, mezzanine loans, and distressed debt securities and private equity co-investments. It seeks to invest in companies based in the United States. The fund seeks to invest between $10 million and $100 million cross the capital structure (senior secured loans, subordinated debt, and other investments) in its portfolio companies with EBITDA between $10 to $50 million. Its mezzanine loans, senior secured loans, and other investments in its portfolio companies are between $15 million and $50 million. The fund may also make non-control equity and debt investments.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where PNNT implied volatility sits today versus where it has been. Our scanner ranks PennantPark Investment Corp implied volatility against its historical range, surfaces extremes in PNNT IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether PennantPark Investment Corp IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
4.76%IV Rank
Low

IV is compressed vs the past year - options are relatively cheap, favoring buyers.

Implied Volatility (30d)37.48%

IV Rank4.76%

Historical Volatility (30d)27.40%

IV - HV+10.08%

As of October 26, 2026

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