Whiting Petroleum’s Implied Volatility: Key Trends
Whiting Petroleum’s (WLL) implied volatility as of February 22, 2017, was 48.5%, which was ~4.3% lower than its 15-day average of 50.7%.
By Keisha Bandz
Feb. 27 2017, Updated 7:36 a.m. ET
Whiting Petroleum’s implied volatility
Whiting Petroleum’s (WLL) implied volatility as of February 22, 2017, was 48.5%, which was ~4.3% lower than its 15-day average of 50.7%. WLL’s implied volatility has fallen significantly since last year as we can see in the image below.
Whiting Petroleum’s peers Apache (APA) and Hess (HES) have implied volatilities of ~28.6% and 29.5%, respectively. APA and HES make up ~7% of the iShares U.S. Oil & Gas Exploration & Production ETF (IEO).
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