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Midstream Stocks with High and Low Implied Volatilities

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Midstream stocks with high implied volatilities

As of September 2, 2016, Enable Midstream Partners (ENBL) had the highest implied volatility at 45.6% among all of the midstream companies. Its 15-day average implied volatility was 45.7%. Its current volatility is 0.2% below its 15-day average.

Now, let’s look at other midstream stocks’ volatilities as of September 2, 2016:

  • Teekay LNG Partners (TGP) – 45.3% (0.4% below its 15-day average)
  • Crestwood Equity Partners (CEQP) – 41.6% (3.7% less than the 15-day average)
  • NGL Energy Partners (NGL) – 40.3% (9.4% less than the 15-day average)
  • Rice Midstream Partners (RMP) – 39.3% (4.4% less than the 15-day average)
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Midstream stocks with the lowest implied volatilities

On September 2, 2016, Spectra Energy Partners (SEP) had the lowest implied volatility among all of the midstream companies. Spectra Energy Partners’ implied volatility was 18.9%. Its 15-day average implied volatility was 19.8%. Its current implied volatility is 4.5% less than its 15-day average.

Let’s look at some other midstream stocks with low implied volatilities as of September 2, 2016:

  • Magellan Midstream Partners (MMP) – 19.3% (2.4% less than its 15-day average)
  • Enterprise Products Partners (EPD) – 20.4% (10% less than its 15-day average)
  • Buckeye Partners (BPL) – 22.2% (3.4% more than its 15-day average)
  • EQT Midstream Partners (EQM) – 22.8% (6.8% less than its 15-day average)

In the next part of this series, we’ll look at the returns of midstream stocks with high and low implied volatilities.

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