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JohnKicklighter
Jul 20, 2015 5:46 PM

As Oil Slides, Volatility Index Starts Looking At-Risk Short

Crude Oil (WTI)FXCM

Description

As US oil continues its track lower, the CBOE's volatility measure for the commodity (OVX) is looking like it hasn't appropriately adjusted to the selling pressure. That said, in the big picture, the implied volatility-derived measure is much higher than it was a year ago.
Comments
cmc0068
I think it will go down to $45 in the middle of Aug.
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