Brent Last Day Financial Futures volatility curves
Implied volatility provides a gauge of market expectations and helps identify potential trading opportunities. Explore the chart below to assess risks and craft reliable Brent Last Day Financial Futures options strategies based on market sentiment.
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Jan '26
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Jan '27
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Apr '28
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Apr '32
Oct
ATM IV term structure
ATM IV refers to the implied volatility of a contract with a strike price closest to the underlying current price. Track the at-the-money implied volatility for Brent Last Day Financial Futures options across different expirations below.
