Oil Options Volatility Falls 45 Cents

- April 20th, 2012

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.

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