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How Is the Comanche Acquisition Working Out for Sanchez Energy?

PART:
1 2 3 4 5 6 7 8 9 10 11 12 13
Part 12
How Is the Comanche Acquisition Working Out for Sanchez Energy? PART 12 OF 13

A Look at the Trends in Sanchez Energy’s Implied Volatility

Sanchez Energy’s implied volatility

Sanchez Energy’s (SN) current implied volatility is ~65%, ~4% higher than its 15-day average of ~67%. As we can see in the image below, SN’s implied volatility has mostly remained at similar levels compared to last year.

In comparison, Sanchez’s peers Oasis Petroleum (OAS) and Whiting Petroleum (WLL) saw their implied volatilities decline from ~61.5% to 57.2% and 69.6% to 62%, respectively, since the corresponding period in 2016. Meanwhile, Continental Resources’ (CLR) implied volatility increased from 39% 2016 to its current level of ~45%.

A Look at the Trends in Sanchez Energy’s Implied Volatility

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The Energy Select Sector SPDR ETF (XLE) has a far lower current implied volatility of ~13%. Last year, it was 21%.

In the final part of this series, we’ll take a look at short interest trends in Sanchez Energy stock.

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