What Does ExxonMobil’s Implied Volatility Suggest?


Jan. 20 2017, Updated 10:35 a.m. ET

XOM’s implied volatility

Implied volatility in ExxonMobil (XOM) currently stands at 17%. However, XOM’s current implied volatility has risen compared to its level of 15% on December 23, 2016.

During the same period, XOM’s stock price has fallen 5%. We discussed this fall in Part Three of this series.

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Peers’ implied volatilities

ExxonMobil has the lowest implied volatility in the integrated energy space. In contrast, Petrobras (PBR) has highest implied volatility at 42%. 

Total (TOT) and Suncor Energy (SU) have implied volatilities of ~19% and 24%, respectively.


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