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SWN - Southwestern Energy Company
Implied Volatility Analysis

Implied Volatility:
85.2%
Put/Call-Ratio:
0.12

Southwestern Energy Company has an Implied Volatility (IV) of 85.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SWN is 7 and the Implied Volatility Percentile (IVP) is 74. The current Implied Volatility Index for SWN is -0.19 standard deviations away from its 1 year mean.

Market Cap$6.98B
Next Earnings Date7/28/2022 (25d)
Implied Volatility (IV) 30d
85.18
Implied Volatility Rank (IVR) 1y
7.45
Implied Volatility Percentile (IVP) 1y
73.52
Historical Volatility (HV) 30d
72.97
IV / HV
1.17
Open Interest
294.41K
Option Volume
15.76K
Put/Call Ratio (Volume)
0.12

Data was calculated after the 7/1/2022 closing.

This stock chart shows SWN Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for SWN Southwestern Energy Company over a one year time horizon.
Tradingview Chart →

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