Whiting Petroleum’s Implied Volatility: Key Trends


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).

Article continues below 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.