uploads///IV

Has Implied Volatility in ExxonMobil Fallen Pre-Q4 Earnings?

By

Jan. 26 2017, Updated 10:36 a.m. ET

Implied volatility in XOM

Implied volatility in ExxonMobil (XOM) is currently 16.0%. On January 11, 2017, it was 18.0%. During that period, XOM stock fell 2.0%.

Article continues below advertisement

Implied volatility for peers

ExxonMobil (XOM) has the lowest implied volatility in the integrated energy space. Petrobras (PBR) has the highest implied volatility of 39.0%. Implied volatilities for Statoil (STO), PetroChina (PTR), and YPF (YPF) are 26.0%, 25.0%, and 33.0%, respectively.

The iShares Core S&P 500 (IVV) has a ~7.0% exposure to energy sector stocks.

Advertisement

More From Market Realist

  • CONNECT with Market Realist
  • Link to Facebook
  • Link to Twitter
  • Link to Instagram
  • Link to Email Subscribe
Market Realist Logo
Do Not Sell My Personal Information

© Copyright 2021 Market Realist. Market Realist is a registered trademark. All Rights Reserved. People may receive compensation for some links to products and services on this website. Offers may be subject to change without notice.