Enable Midstream’s implied volatility
Enable Midstream Partners’ (ENBL) implied volatility has fallen significantly after rising to more than 100.0% at the beginning of 2016. Its current implied volatility is 41.1%, which is 2.4% lower than its 15-day average of 42.1%.
The rise in ENBL’s volatility during the first three months of 2016 could be attributed to the volatility in commodity prices. However, as commodity prices started to recover, its implied volatility fell.