Has Southern Company’s Volatility Fallen Recently?
Southern Company’s implied volatility
On May 3, 2017, Southern Company’s (SO) implied volatility was 12%, lower than its 15-day average.
Falls in SO’s implied volatility have generally been associated with rises in its stock price, while rises in its implied volatility have generally been associated with falls in its stock price.
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In comparison, the Utilities Select Sector SPDR ETF (XLU) had an implied volatility of 11% on May 3, 2017, while SO’s peer Duke Energy’s (DUK) implied volatility was 12.7%, close to its 15-day average.
Continue to the next and final part of this series for a discussion on analysts’ current recommendations for Southern Company.