Anadarko Petroleum’s implied volatility
As of November 1, 2016, Anadarko Petroleum’s (APC) implied volatility was 37.1%—about 1.4% higher than its 15-day average of 36.6%. As the following graph shows, its implied volatility fell significantly since the start of 2016.
The highest volatility seen by Anadarko Petroleum this year was 87% on January 20, 2016.
All of these companies account for 6% of the SPDR S&P Oil & Gas Exploration & Production ETF (XOP).