A chart displaying the implied volatility of NYMEX WTI 2M from 2005 to 2016, with significant volatility spikes around 2008-2009 and early 2015. Data sourced from Deutsche Bank Global Markets Research.
documents/vol00010-efta01456611-pdf.pdf
{"title":"Implied Volatility of NYMEX WTI 2M","document_date":"2015-02-03","document_type":"tabular","document_subtype":"chart","key_organizations":["Deutsche Bank Global Markets Research"],"reference_numbers":["DB-SDNY-0115859","SDNY_GM_00262043","EFTA01456611"]}