Here’s how you can track oil price volatility using options implied volatility
The CBOE (Chicago Board Options Exchange) Crude Oil Volatility Index is referred to as OVX. It shows implied volatility of options on United States Oil Fund (USO). tracks 30-day expected volatility in crude oil prices, derived from the pricing of USO options — similar to how the VIX measures expected equity volatility from S&P 500 […]













