Crude Oil Options Volatility Drops

- June 26th, 2012

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.

Click here to read the full Bloomberg report.

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