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Understanding XOM Stock through Implied Volatility

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Mar. 3 2017, Updated 10:36 a.m. ET

Implied volatility in XOM

The implied volatility in ExxonMobil (XOM) currently stands at 14%. However, the current implied volatility in ExxonMobil has fallen from 16% on January 3, 2017. During the same period, XOM’s stock price fell 10%. (See Part 2 of this series for the discussion of ExxonMobil’s stock performance.)

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Peer implied volatility

ExxonMobil (XOM) has the lowest implied volatility in the integrated energy space. By contrast, Petrobras (PBR) has the highest implied volatility standing at 42%, while ENI (E) and Cenovus Energy (CVE) have implied volatilities at around 34% and 35%, respectively.

In the next part of this series, we’ll compare the valuations of ExxonMobil with those of its peers.

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