Crude Oil Options Volatility Falls

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.