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Anadarko Petroleum’s Volatility Has Fallen Steeply since 2016

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Feb. 3 2017, Updated 10:36 a.m. ET

Anadarko Petroleum’s implied volatility

On February 1, 2017, Anadarko Petroleum’s (APC) implied volatility was 27.7%, about 1% lower than its 15-day average of ~28%. Its implied volatility has fallen significantly since the beginning of 2016.

The highest volatility seen by Anadarko Petroleum in the past year was 76% on February 11, 2016.

Anadarko’s peers Apache (APA) and Continental Resources (CLR) have implied volatilities of ~28% and 40%, respectively.

All of the above-mentioned companies account for a combined 6% of the SPDR S&P Oil & Gas Exploration & Production ETF (XOP).

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