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Noble Energy’s Implied Volatility Fell after Its 4Q16 Earnings

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Noble Energy’s implied volatility

Noble Energy’s (NBL) current implied volatility is 27%. It’s ~2% lower than its 15-day average of ~27.5%. As you can see in the following graph, the company’s implied volatility has fallen since last year.

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Noble Energy’s peers

Noble’s peers Chesapeake Energy (CHK) and Cabot Oil & Gas (COG) have implied volatilities of ~54% and 37%, respectively.

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