Analyzing Trends in Hess’s Implied Volatility since 2016



Hess’s implied volatility

Hess Corporation’s (HES) implied volatility on January 25, 2017, was ~29%, ~17% lower than its 15-day average of 35%. 

HES’s implied volatility has fallen since January 25, 2016, when it was as high as ~66%.

In comparison, Hess’s peers Apache (APA) and Continental Resources (CLR) have current implied volatilities of ~25.3% and ~37.7%, respectively.

HES and APA make up ~0.2% of the iShares Core S&P 500 ETF (IVV).

Article continues below advertisement

More From Market Realist