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Bloomberg reported that volatility for oil options expiring in June dropped 45 cents to $1.38 a barrel.
Bloomberg reported that volatility for oil options expiring in June dropped 45 cents to $1.38 a barrel.
As quoted in the press release:
Implied volatility for June at-the-money options, a measure of expected price swings in futures and a gauge of options prices, was 24.3 percent as of 5:15 p.m. on the New York Mercantile Exchange, versus 25.6 percent yesterday.
Click here to read the Bloomberg press release.Â
