CBOE launches crude oil volatility index

The index measures the market's expectation of 30-day volatility of crude oil prices by applying established CBOE Volatility Index (VIX) methodology to options on the United States Oil Fund (USO), spanning a range of strike prices.

The USO is an exchange-traded security designed to track changes in crude oil prices. By holding near-term futures contracts and cash, the performance of the fund is intended to reflect the spot price of West Texas Intermediate crude oil, less USO expenses.

CBOE b

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: