What’s Sanchez Energy’s Implied Volatility Trends?

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.

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.