Has the Saudi Arabian put option expired?

By GlobalCapital
12 Nov 2014

The risk reflected in options on crude oil is near the highest levels since the commodity began selling off in July, according to one estimate.

By Jared Woodard, senior equity derivatives strategist at BGC Partners

The term structure of implied volatility for both WTI and Brent crude oil options was near the highest levels since the decline in crude prices began, with investors paying nearly 27% in implied volatility terms for three ...

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