Has Implied Volatility in ExxonMobil Fallen Pre-Q4 Earnings?


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%.

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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.


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