Crude Oil Historical Vola?

Discussion in 'Options' started by DarthSidious, Mar 5, 2010.

  1. 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!
     
  2. heech

    heech

    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.
     
  3. Very nice - thanks! Any chance I can get a spreadsheet of daily (weekly is too "long term" for my taste) :cool: Hey, can't hurt to ask :D
     
  4. heech

    heech

    I'd suggest you think about investing in OptionVue. You can definitely get that data. They do have monthly leases, also.
     
  5. heech

    heech

    Here's a chart, at least!
     
  6. 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...
     
  7. heech

    heech

    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.