Oil Options Volatility Little Changed as Futures Hold
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Oil options volatility was little changed as the underlying futures settled 10 cents higher after fluctuating for much of the day.
Implied volatility for at-the-money options expiring in June, a measure of expected price swings in futures and a gauge of options prices, was 27.1 as of 3:30 p.m. on the New York Mercantile Exchange, up from 26.8 percent on April 13.