BPL, NS, EEP, ANDX: Which Has the Highest Implied Volatility?


Jan. 3 2018, Updated 7:31 a.m. ET

Implied volatility

Enbridge Energy Partners (EEP) has the highest implied volatility among the four peers we’re looking at in this series, and its current implied volatility of 32.2% is higher than its 15-day average of 31.3%. EEP is followed by NuStar Energy (NS), which has volatility of 29.0%. Buckeye Partners (BPL) has slightly lower implied volatility, of 23.9%. BPL’s, NS’s, and EEP’s implied volatility is higher than the Alerian MLP ETF’s 21.5%. Andeavor Logistics (ANDX) has the lowest implied volatility among the selected peers, of 21.2%.

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Price forecast

Based on their current implied volatility, the four peers are expected to trade in the following ranges in the next seven days:

  • BPL: $46.64–$49.84
  • NS: $28.45–$30.83
  • EEP: $13.19–$14.43
  • ANDX: $45.08–$47.80

These ranges assume a normal distribution of prices and standard deviation of one. In the next article, we’ll look at analysts’ ratings and target prices for the four peers.


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