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SWN - Southwestern Energy Company
Implied Volatility Analysis

Implied Volatility:
65.6%
Put/Call-Ratio:
0.34

Southwestern Energy Company has an Implied Volatility (IV) of 65.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SWN is 10 and the Implied Volatility Percentile (IVP) is 33. The current Implied Volatility Index for SWN is -0.37 standard deviations away from its 1 year mean.

Market Cap$6.24B
Next Earnings Date4/27/2023 (38d)
Implied Volatility (IV) 30d
65.59
Implied Volatility Rank (IVR) 1y
9.83
Implied Volatility Percentile (IVP) 1y
32.72
Historical Volatility (HV) 30d
56.49
IV / HV
1.16
Open Interest
461.69K
Option Volume
41.04K
Put/Call Ratio (Volume)
0.34

Data was calculated after the 3/17/2023 closing.

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