S&P 500 implied volatility briefly surpassed that of crude oil in February">S&P 500 implied volatility briefly surpassed that of crude oil in February
(Mon, 12 Mar 2018) For four consecutive days in early February, stock market implied volatility surpassed crude oil price volatility for the first time since 2008. The VIX, a measure of implied volatility, or the marketâs expected range of near-term price changes on Standard and Poorâs (S&P) 500 index options, closed higher than the OVX, a measure of implied volatility on crude oil options.
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