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A Look at Whiting Petroleum’s Implied Volatility Trends

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Jul. 31 2017, Updated 7:38 a.m. ET

Whiting Petroleum’s implied volatility

Whiting Petroleum’s (WLL) current implied volatility is ~78%, which is ~3.4% lower than its 15-day average of 80.5%.

WLL’s implied volatility fell significantly, but has been increasing again. However, it is still lower than last year’s levels.

As shown in the image above, WLL’s implied volatility is significantly higher than the energy sector’s. The Energy Select Sector SPDR ETF (XLE) has volatility of ~15%.

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In comparison, peers Concho Resources (CXO) and Anadarko Petroleum (APC) have implied volatility of ~27.5% and 31.4%, respectively. Combined, the three companies make up ~10.5% of the iShares US Oil & Gas Exploration & Production ETF (IEO). Next, we’ll look at analysts’ latest recommendations for Whiting Petroleum.

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