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CBOE Mid-Day Update 1.7.15

Volatility as an asset class The ‘Majors’ option implied volatilities has increased as WTI Crude Oil futures trends below $48 Exxon Mobil (XOM) overall option implied volatility of 25 compares to its 26-week average of 18. BP (BP) overall option implied volatility of 31 compares to its 26-week average of 18. ConocoPhillips (COP) overall option implied […]