Any place I can find historical ATM vola for Crude Futures? Thanks. Front month is what I need. Back months are nice to have. Thanks!
Here you go. Crude volatilities courtesy of OptionVue. Red line is statistical/realized volatility, and blue line is implied volatility. Red line is for previous 30 days, blue line is for following 30 days.
Very nice - thanks! Any chance I can get a spreadsheet of daily (weekly is too "long term" for my taste) Hey, can't hurt to ask
I'd suggest you think about investing in OptionVue. You can definitely get that data. They do have monthly leases, also.
heech, thanks for the chart Rodney, thanks. I have to look up what the matter is with the yahoo chart a) They have no historical data to download (they have for most symbols) b) The values are about 4% higher than IB TWS's model...
Crude VIX is just like the standard VIX... it's based on weighted average of front 2 months, so it's always "30 days out". Value isn't generated by Yahoo, it comes from the CBOE.