Crude Options Volatility Slides as 0il Futures Jump 1.4%
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Crude options volatility dropped as oil futures gained 1.4 percent.
Implied volatility for at-the-money options expiring in May, a measure of expected price swings in futures and a gauge of options prices, was 17.64 percent on the New York Mercantile Exchange at 3:50 p.m., down from 18.31 percent yesterday.