COG’s Implied Volatility Has Fallen Significantly since Early 2016


Nov. 20 2020, Updated 2:46 p.m. ET

Cabot Oil and Gas’s implied volatility

Cabot Oil and Gas’s (COG) current implied volatility is ~36.4%, ~3% lower than its 15-day average of 37.4%. The company’s implied volatility has fallen significantly since last year, as we can see in the image below.

In comparison, Cabot Oil and Gas’s peers Chesapeake Energy (CHK) and Noble Energy (NBL) have implied volatilities of ~52% and ~27.2%, respectively. These companies make up 1.8% of the iShares North American Natural Resources ETF (IGE).

To learn about COG’s likely stock price range based on implied volatility, read Cabot’s Implied Volatility: Forecasting Its 1-Month Stock Price.

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.