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Cimarex Energy’s Implied Volatility after 3Q16 Earnings

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Cimarex Energy’s implied volatility

Cimarex Energy’s (XEC) current implied volatility is ~38%, which is ~7.4% higher than its 15-day average of 35.3%. As we note in the graph below, Cimarex Energy’s implied volatility has fallen significantly since the start of this year.

XEC’s volatility had peaked at ~70% in January.

Cimarex Energy’s peers Anadarko Petroleum (APC), Continental Resources (CLR), and Apache (APA) have implied volatility of ~38.9%, ~45.8%, and 42.9%, respectively.

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