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Chesapeake’s Implied Volatility Has Fallen Significantly in 2016

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Sep. 5 2016, Updated 10:04 a.m. ET

Chesapeake Energy’s implied volatility

Chesapeake Energy’s (CHK) current implied volatility is ~76%, ~10% higher than its 15-day average of 69.1%. The company’s implied volatility has fallen significantly since the start of 2016, when it crossed 250%.

Chesapeake Energy’s peers Cabot Oil & Gas (COG) and Noble Energy (NBL) have implied volatilities of ~34% and ~30%, respectively. These companies make up ~1.4% of the iShares Global Energy ETF (IXC).

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