Crude Oil Volatility Falls as Futures Slip in New York Trading
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Oil options volatility fell after the underlying crude futures slipped 16 cents after the International Energy Agency said supplies are ample, particularly in North America.
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 26.2 percent as of 4 p.m. in New York, down from 27.3 percent Jan. 14.