Continental Resources’ Implied Volatility after 4Q16 Earnings


Nov. 20 2020, Updated 4:25 p.m. ET

Implied volatility

Continental Resources’ (CLR) current implied volatility is 35.4%. That’s about 9.0% lower than its 15-day average of 40.0%. As you can see in the graph below, Continental Resources’ implied volatility has fallen considerably since last year.

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Volatilities for CLR’s peers

Continental Resources’ peers Anadarko Petroleum (APC), Apache (APA), and Cimarex Energy (XEC) have current implied volatilities of ~25.9%, ~27.5%, and 28.2%, respectively. These companies make up 6.3% of the SPDR S&P Oil & Gas Exploration & Production ETF (XOP).

To learn more about APA, see Will Alpine High Become Apache’s Point of No Return?


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