uploads/2017/02/IV-11.png

What’s Sanchez Energy’s Implied Volatility Trends?

By

Updated

Sanchez Energy’s implied volatility

Sanchez Energy’s (SN) current implied volatility is ~62.0%, which is 1.5% lower than its 15-day average of ~63.0%. Its implied volatility has fallen significantly since last year, as you can see in the graph below.

Article continues below advertisement

Sanchez’s peers

Sanchez’s peers Oasis Petroleum (OAS) and Whiting Petroleum (WLL) have implied volatilities of 49.4% and 49.2%, respectively.

In the next and final part of this series, we’ll take a look at analysts’ recommendations for Sanchez Energy.

Advertisement

More From Market Realist