Oil’s Implied Volatility Rises to 22-Year High

Friday, October 9, 2009

We have seen hige volatility in every market including oil. Options show the highest volatility in oil since 1986.

“Even though prices have fallen dramatically, we’re still seeing daily ranges that are $3, $4, $5 a barrel, which is not that different from the daily ranges we were seeing at $130 a barrel,” said Tim Evans, an energy analyst with Citi Futures Perspective in New York.

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