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Post-Earnings Analysis: Hess Released 3Q16 Earnings on October 26

PART:
1 2 3 4 5 6
Part 5
Post-Earnings Analysis: Hess Released 3Q16 Earnings on October 26 PART 5 OF 6

Analyzing Trends in Hess’s Implied Volatility

Hess’s implied volatility

Hess’s (HES) implied volatility as of October 26, 2016, was ~36.7%, which is ~7.5% lower than its 15-day average of 39.7%. HES’s implied volatility has fallen since January 20, 2016, when it was as high as ~68%.

Analyzing Trends in Hess’s Implied Volatility

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By comparison, peers Apache (APA) and Continental Resources (CLR) have current implied volatilities of ~36% and ~43.7%, respectively.

Notably, HES and APA make up ~0.2% of the iShares Core S&P 500 ETF (IVV).

In the next and final part of this series, we’ll look at analysts’ recommendations for HES after its 3Q16 earnings.

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