Crude Oil Options Volatility Falls

- July 3rd, 2012

Business Week reported that crude oil options volatility fell after underlying futures rose.

Business Week reported that crude oil options volatility fell after underlying futures rose.

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 34.71 percent at 3 p.m. on the New York Mercantile Exchange, up from 34.42 percent yesterday.

Click here to read the full Business Week report.

Tags

Tags:

Leave a Reply