Southwestern Energy Company has an Implied Volatility (IV) of 63.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SWN is 1 and the Implied Volatility Percentile (IVP) is 4. The current Implied Volatility Index for SWN is -0.56 standard deviations away from its 1 year mean.
|Next Earnings Date||2/23/2023 (88d)|
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
|Put/Call Ratio (Volume)|
Data was calculated after the 11/25/2022 closing.