WTI Crude Options Volatility Rises as Oil Highest This Year
This article is for subscribers only.
West Texas Intermediate crude options volatility rose as futures climbed a fourth straight day to the highest level this year.
Implied volatility for at-the-money March WTI options, a measure of expected futures movements and a key gauge of value, was 18.2 percent at 4:35 p.m. on the New York Mercantile Exchange, up from 17.64 percent yesterday.