Oil Options Volatility Little Changed as Futures Advance
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Crude-oil options volatility was little changed as underlying futures rose on speculation that central banks would boost economic stimulus measures to counter slowing growth.
Implied volatility for at-the-money options expiring in September, a measure of expected price swings in futures and a gauge of options prices, was 31.9 percent at 3:30 p.m. on the New York Mercantile Exchange, up from 31.8 percent yesterday. September options are now more active than August.