Crude Oil Options Volatility Up as Oil Falls Highest in Two Months

Feb. 04, 2013 02:19PM PST

Bloomberg reported that crude oil options volatility rose above 21% for the first time since January 16th, as oil futures fell the highest in two months.

Bloomberg reported that crude oil options volatility rose above 21% for the first time since January 16^th, as oil futures fell the highest in two months.

As quoted in the market news:

Implied volatility for at-the-money options expiring in March, a measure of expected price swings in futures and a gauge of options prices, was 21.17 percent on the New York Mercantile Exchange as of 3:45 p.m., compared with 18.92 percent on Feb. 1.

Click here to read the full Bloomberg report.