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How Has Noble’s Implied Volatility Changed since 2016?

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Noble Energy’s implied volatility

Noble Energy’s (NBL) current implied volatility is 26.6%, ~12% lower than its 15-day average of ~27%. As we’ll see, the company’s implied volatility has fallen since the start of 2017.

Noble Energy’s implied volatility peaked at 66% in early 2016.

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Noble Energy’s peers

Noble Energy’s peers Chesapeake Energy (CHK) and Cabot Oil & Gas (COG) have implied volatilities of ~51.5%% and ~36%, respectively.

You can read more about COG’s performance in Can Cabot Oil & Gas Keep Up Its 2016 Momentum?

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