Dominion Energy: What’s Its Implied Volatility?



Dominion Energy’s implied volatility

Dominion Energy (D) is one of the most volatile utility stocks among the large-cap peers. On July 24, 2017, its implied volatility was 15%—close to its 15-day average implied volatility.

Higher implied volatility typically represents investors’ anxiety. Stocks’ implied volatilities and prices are usually inversely related to one another.

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In comparison, the Utilities Select Sector SPDR ETF (XLU) had an implied volatility of 12%. The SPDR S&P 500 (SPX-INDEX) (SPY) had an implied volatility of ~10%.

NRG Energy (NRG) is the most volatile stock among the S&P 500 Utilities Index. It had an implied volatility of 38% as of July 24, 2017. Peers Duke Energy (DUK) and Southern Company have implied volatility of ~12%.

To learn more about implied volatility and its trends in utility stocks, read US Utilities Were More Volatile than Broader Markets.

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