PBR’s implied volatility
Petrobras (PBR) posted its earnings after the Market closed on August 11, 2016. On the day, in anticipation of the results, PBR’s implied volatility fell by 3.7% to 61.4. On the same day, PBR’s stock price rose by 2.8%.
Peers’ implied volatilities
For exposure to integrated energy stocks, you may want to consider the SPDR S&P Oil & Gas Exploration & Production ETF (XOP), which has ~6% exposure to integrated energy sector stocks.