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A Look at Petrobas’s Implied Volatility

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Implied volatility for Petrobras

Implied volatility for Petrobras (PBR) currently stands at 43.0%, which is lower than the 30-day average implied volatility of 48.0%. Petrobas’s current implied volatility has fallen from 67.0% on November 14, 2016. During the same period, PBR stock has risen 21.0%.

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Implied volatility for peers

Petrobras has a high implied volatility in the integrated energy sector. ExxonMobil (XOM) has the lowest implied volatility of 18.0%. Chevron (CVX) and BP (BP) have implied volatilities of 19.0% and 20.0%, respectively.

The Vanguard Energy ETF (VDE) has a ~38.0% exposure to integrated energy sector stocks.

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