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Crude Options Volatility Falls as Futures Rebound From 2012 Low

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Linked by Bloomberg ( track newsfeed | ignore newsfeed ) - May 21, 01:56PM from (www.bloomberg.com)

Crude-oil options volatility fell as the underlying futures rebounded after hitting a six-month low last week as the Seaway pipeline began carrying cheap oil to the Gulf of Mexico.
Implied volatility for at-the-money options expiring in July, a measure of expected price swings in futures and a gauge...


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