Chesapeake Energy’s Implied Volatility after Its 4Q16 Earnings


Feb. 28 2017, Updated 9:07 a.m. ET

Chesapeake Energy’s implied volatility

Chesapeake Energy’s (CHK) current implied volatility is 56%—about 1.5% higher than its 15-day average of 55.2%. Chesapeake Energy’s implied volatility has fallen significantly since last year.

Chesapeake’s peers Noble Energy (NBL) and Rice Energy (RICE) have implied volatilities of ~36% and 49.5%, respectively. All of these companies account for ~5.5% of the SPDR S&P Oil & Gas Exploration & Production ETF (XOP). CHK’s peer Cabot Oil & Gas (COG) has an implied volatilities 37%.

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