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).