The chart shows the implied volatility of NYMEX WTI 2M over a period from 2005 to 2015. The data is sourced from Deutsche Bank Global Markets Research. The volatility experienced a significant spike in 2008 and 2009, followed by a general decline until a sharp increase in late 2015.
documents/vol00010-efta01456651-pdf.pdf
{"title":"Implied Volatility of NYMEX WTI 2M (2005-2015)","document_date":"2015","document_type":"tabular","document_subtype":"financial data","key_organizations":["Deutsche Bank Global Markets Research"],"reference_numbers":["DB-SDNY-0115914","SDNY_GM_00262098","EFTA01456651"]}