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Oil vol at low levels historically… WSJ

You are here: Home / Uncategorized / Oil vol at low levels historically… WSJ

June 4, 2018 by Jim Colburn Leave a Comment

Sarah McFarlane, Wall Street Journal, has a nice piece on oil volatility here…

”The volatility of Brent crude, the international benchmark, has fallen to around 22%, measured by the standard deviation of daily price moves over the past year. Since 1995, the average has been 32%. A lower figure indicates less volatility.”

I show the long term implied volatility to be around 33% for WTI…

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