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Looking at Chevron's Numbers prior to Its 1Q17 Results

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Part 5
Looking at Chevron's Numbers prior to Its 1Q17 Results PART 5 OF 7

Has CVX’s Implied Volatility Surged prior to Its Earnings?

Implied volatility in CVX

Chevron’s (CVX) implied volatility stands at 17.9%, reflecting a rise from its level of 15.3% on March 30, 2017. In the same period, CVX’s stock price has fallen 1%.

Has CVX&#8217;s Implied Volatility Surged prior to Its Earnings?

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Peers’ implied volatilities

CVX’s peers Total (TOT), Petrobras (PBR), PetroChina (PTR), and YPF (YPF) also saw rises in their implied volatilities by 2.1%, 2.1%, 1.7%, and 4.8%, respectively, to 21%, 43%, 23%, and 37%, respectively.

Regarding absolute levels, ExxonMobil (XOM) has the lowest implied volatility in the integrated energy sector, standing at 16%. On the other hand, Petrobras has the highest implied volatility.

If you’re looking for broad-based exposure to energy sector stocks, you can consider the Energy Select Sector SPDR ETF (XLE).

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