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%.
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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.