Oasis Petroleum’s Implied Volatility Is Higher than Its Peers



Oasis Petroleum’s implied volatility

Oasis Petroleum’s (OAS) current implied volatility is 69.4%—about 1.3% lower than its 15-day average of 70.3%. As you can see in the following graph, its implied volatility fell significantly since the beginning of 2016.

Earlier in the year, Oasis Petroleum’s implied volatility peaked at ~149%.

While Oasis Petroleum’s volatility fell drastically, it remains quite high compared to its peers.

Peers Anadarko Petroleum (APC), Apache (APA), and Newfield Exploration (NFX) have implied volatilities of ~36%, ~38%, and ~41%, respectively.

In the next part of this series, we’ll discuss analysts’ recommendations.

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