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%.
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.