Crude Oil Options Fall as Futures Slide Below $86 a Barrel
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Crude oil options volatility declined on speculation prices may stabilize after underlying futures slid for a fifth straight day to a three-month low.
Implied volatility for at-the-money options expiring in December, a measure of expected price swings in futures and a gauge of options prices, was 31.1 percent on the New York Mercantile Exchange at 4:15 p.m., down from 32.6 percent yesterday.