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