Energy Transfer Partners’ Implied Volatility and Price Forecast



Energy Transfer Partners’ implied volatility

Energy Transfer Partners’ (ETP) 30-day average implied volatility was 24.3% as of June 28—slightly below the 15-day average of 24.4%. Enterprise Products Partners (EPD) and ONEOK (OKE) have implied volatilities of 17.6% and 20.0%, respectively. The Alerian MLP ETF (AMLP) has an implied volatility of 23.1%. Usually, Energy Transfer Partners has a higher implied volatility compared to AMLP due to the partnership’s relatively higher commodity price exposure compared to most AMLP constituents.

Energy Transfer Partners’ price forecast

Based on its current implied volatility, Energy Transfer Partners might trade in the range of $18.38–$19.66 in the next seven days. The stock is expected to trade within this range with a 60% probability—assuming a standard deviation of one and a normal distribution of prices.

Next, we’ll discuss Energy Transfer Partners’ current distribution yield.

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