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BBG’s Implied Volatility Has Fallen Significantly in 2016

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Bill Barrett’s implied volatility

Bill Barrett’s (BBG) current implied volatility is ~65.7%, which is ~1.2% lower than its 15-day average of 66.5%. BBG’s implied volatility has fallen significantly since the start of this year. Bill Barrett’s implied volatility peaked at ~152% in February 2016.

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Implied volatility for BBG’s peers

Bill Barrett’s peers Oasis Petroleum (COG), Sanchez Energy (SN), and Newfield Exploration (NFX) have implied volatilities of ~60.6%, 52.5%, and ~35%, respectively. NFX and OAS make up ~2% of the iShares US Oil & Gas Exploration & Production ETF (IEO).

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