uploads/2017/01/IV-7.jpg

What Does Shell’s Implied Volatility Suggest?

By

Updated

Implied volatility in Shell

Implied volatility in Royal Dutch Shell (RDS.A) currently stands at 22%, in line with its 30-day average implied volatility. Shell’s current implied volatility has risen from 18% on December 22, 2016. During the same period, Shell’s stock price has risen 0.35%.

Article continues below advertisement

Peers’ implied volatilities

At 16%, ExxonMobil (XOM) has the lowest implied volatility among Shell and its peers. On the other hand, Petrobras (PBR) has the highest implied volatility at 52%. BP (BP) and Total (TOT) have lower implied volatilities than Shell at ~19% each.

Advertisement

More From Market Realist