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Oil Options Volatility Rises as Futures Fall on Seaway Pipeline
Nov. 18, 2011 03:22PM PST
Resource InvestingBloomberg reported that oil options volatility surged after underlying futures retreated on concern over the Seaway pipeline.
Bloomberg reported that oil options volatility surged after underlying futures retreated on concern over the Seaway pipeline.
As quoted in the market news:
Implied volatility for at-the-money options expiring in January, a measure of expected swings in futures and a gauge of options prices, rose to 38.6 at 1 p.m. in New York, from 37.9 yesterday.