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What Happened to APA’s Implied Volatility Post-3Q16?

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Apache’s implied volatility

Apache’s (APA) current implied volatility is ~43%, ~15% higher than its 15-day average of 37%. Apache’s implied volatility has fallen since the start of this year.

Apache’s implied volatility was as high as 70% in early February 2016.

Apache’s peers Anadarko Petroleum (APC), Continental Resources (CLR), and Cimarex Energy (XEC) have current implied volatilities of ~38.9%, ~45.8%, and 38%, respectively.

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