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Trends in Cabot Oil & Gas’s Implied Volatility

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Nov. 2 2016, Updated 10:05 a.m. ET

Cabot Oil & Gas’s implied volatility

Cabot Oil & Gas’s (COG) current implied volatility is ~42.4%, which is ~1.1% lower than its 15-day average of 42.9%. As you can see in the graph below, Cabot Oil & Gas’s implied volatility has fallen since the start of this year. On February 16, 2016, it rose to 78.6%.

Cabot Oil & Gas’s peers Rice Energy (RICE) and Antero Resources (AR) have implied volatilities of 46.0% and 36.0%, respectively. These companies make up 5.9% of the SPDR S&P Oil & Gas Exploration & Production ETF (XOP).

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