The Conversation (0)
Bloomberg reported that crude-oil options volatility dropped after underlying futures surged on hopes over European summit next week.
Bloomberg reported that crude-oil options volatility dropped after underlying futures surged on hopes over European summit next week.
As quoted in the market news:
Implied volatility for at-the-money options expiring in August, a measure of expected price swings in futures and a gauge of options prices, was 31.3 percent at 2:35 p.m. on the New York Mercantile Exchange, down from 33.6 percent yesterday.