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What Options Traders Should Know about XOM’s Implied Volatility

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Implied volatility in XOM

ExxonMobil’s (XOM) implied volatility currently stands at 19%. This is higher than its 30-day average implied volatility of 17%.

XOM’s implied volatility has risen from 13% on August 18, 2016, to its current level of 19%. During the same period, XOM’s stock price fell 3%.

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Implied volatility in peers

ExxonMobil (XOM) has the lowest implied volatility. On the other hand, Petrobras (PBR) has the highest implied volatility standing at 53%. Statoil (STO), PetroChina (PTR), and YPF (YPF) have higher implied volatilities of 31%, 31%, and 35%, respectively.

The iShares Core S&P 500 ETF (IVV) has ~7% exposure to energy sector stocks.

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