Crude Oil Historical Vola?

DarthSidious

DarthSidious

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!
 
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.
 

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

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...
More...
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.
 
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