Hi traders, my questions: How was the behaviour of implied volatility of CL options (front month vs back months) in the May 2010 sell off? Did IV just spike in the front month and not so much in the back months, or did it spike in all months (let's say till 4 months out) about the same? How was it in autumn 2008 / early 2009? Do you know where I can find charts for Crude IV of different former expirations? TIA, Lucky