Oil Options Suggest Price Spike Likely To Be Temporary

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  Posted by Two Blokes Jun 17 - Filed in General - #TwoBlokesTrading  - 7 views
  
  Implied volatilities jumped higher across asset classes last week as Middle East tensions escalated. The surge in oil implied volatility last week was twice the increase in realized vol, as the implied-realized spread widened on the back of escalation fears in the Iran-Israel conflict.