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 Date | 7/28/2022 (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.