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SWN - Southwestern Energy Company
Implied Volatility Analysis

Implied Volatility:
63.3%
Put/Call-Ratio:
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 Date2/23/2023 (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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