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Thursday, December 20th 2018

Dow & DuPont Drive Materials Sector Volatility

Dow & DuPont Drive Materials Sector Volatility


Dow Chemical and DuPont are reportedly in advanced stages of a massive merger, causing both companies' stocks to rise over 10% and driving the XLB Materials sector up 3%. The XLB also shows higher historical and implied volatility, potentially indicating future volatility for the sector.

ORATS ETF Component Report News: We have been seeing low implied volatility correlation in the XLB Materials components over the past days and today it is becoming clear why. A massive merger between DuPont and Dow Chemical is reported in advanced stages. Both are up > 10% today driving the beleaguered XLB up 3%.

We also see XLB 5 day historical volatility above the 252 day and implied volatility, usually a negative sign. With the remarkable merger, at the least it looks like XLB has volatility in its future.


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