Cabot Oil & Gas’s implied volatility
Cabot Oil & Gas’s (COG) current implied volatility is ~38.94%, which is ~2.7% lower than its 15-day average of 37.9%. As you can see in the graph below, Cabot Oil & Gas’s implied volatility has fallen significantly since last year.
Cabot Oil & Gas’s peers Chesapeake Energy (CHK) and Noble Energy (NBL) have implied volatilities of 56% and ~26.7%, respectively. These companies make up ~6% of the SPDR S&P Oil & Gas Exploration & Production ETF (XOP).
For more insights on Cabot Oil and Gas, read Has Cabot Oil & Gas Played Its Cards Right? You Decide.