Crude Options Rise as Oil Futures Get Boost From Fed’s Plan
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Crude options volatility rose after the underlying oil futures gained on the Federal Reserve’s plan to encourage growth in the world’s largest economy by buying mortgage securities.
Implied volatility for options expiring in November, a measure of expected price swings in futures and a gauge of options prices, was 30.3 percent as of 4:05 p.m. New York time, up from 30 percent yesterday and the third consecutive increase.