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Bloomberg reported that oil options volatility dropped after crude surged to a biggest weekly gain in 2012.
Bloomberg reported that oil options volatility dropped after crude surged to a biggest weekly gain in 2012.
As quoted in the market news:
Implied volatility for at-the-money options expiring in April, a measure of expected price swings in futures and a gauge of options prices, was 28.3 as of 1 p.m. in New York, down from 29.9 yesterday.