uploads///IV

Continental Resources’ Implied Volatility after 4Q16 Earnings

By

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.

Article continues below advertisement

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?

Advertisement

More From Market Realist

    • CONNECT with Market Realist
    • Link to Facebook
    • Link to Twitter
    • Link to Instagram
    • Link to Email Subscribe
    Market Realist Logo
    Do Not Sell My Personal Information

    © Copyright 2021 Market Realist. Market Realist is a registered trademark. All Rights Reserved. People may receive compensation for some links to products and services on this website. Offers may be subject to change without notice.