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