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Oil Options Volatility Fell as Crude Oil Rose 1.5 Percent
Feb. 23, 2012 03:50PM PST
Oil and Gas InvestingBloomberg reported that oil options volatility fell as crude oil prices rose 1.5 percent.
Bloomberg reported that oil options volatility fell as crude oil prices rose 1.5 percent.
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 30.2 as of 2 p.m. in New York, down from 30.7 yesterday.