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What to Expect from Whiting Petroleum for the Rest of 2017

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Part 10
What to Expect from Whiting Petroleum for the Rest of 2017 PART 10 OF 10

What Are the Trends in Whiting Petroleum’s Implied Volatility?

WLL’s implied volatility

Whiting Petroleum’s (WLL) current implied volatility is ~69%, ~8.4% higher than its 15-day average of ~63%. As we note in the graph below, WLL’s implied volatility is lower compared to last year’s levels.

What Are the Trends in Whiting Petroleum’s Implied Volatility?

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However, WLL’s implied volatility is still higher compared to peers. Continental Resources (CLR) and Newfield Exploration (NFX) both have implied volatilities of ~36%. A year ago, their implied volatilities were 45% and ~40%, respectively. In comparison, the Energy Select Sector SPDR (XLE) has an implied volatility of ~15%.

Implied volatility is an options-model-based estimate of a stock’s potential movements in a given period. In a bullish market, implied volatility is likely to fall, while in a bearish market, the opposite would be true.

For more insight into WLL’s stock movements, read Whiting Petroleum: Is the Reverse Stock Split a Good Idea?

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