← Back to Stock / ETF implied volatility screenerSWN - Southwestern Energy Company
SWN - Southwestern Energy Company
Implied Volatility Analysis
Implied Volatility:
63.3%
63.3%
Put/Call-Ratio:
0.34
0.34
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.
| Market Cap | $8.05B |
|---|---|
| Next Earnings Date | 2/23/2023 (88d) |
| Implied Volatility (IV) 30d | 63.33 |
| Implied Volatility Rank (IVR) 1y | 1.28 |
| Implied Volatility Percentile (IVP) 1y | 3.84 |
| Historical Volatility (HV) 30d | 61.55 |
| IV / HV | 1.03 |
| Open Interest | 406.60K |
| Option Volume | 5.98K |
| Put/Call Ratio (Volume) | 0.34 |
Data was calculated after the 11/25/2022 closing.
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