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Amex Energy Select (XLE) volatility low, oil above $68

June 5, 2009 3:52 PM EDT
Amex Energy Select (NYSE: XLE) is recently down 68c to $51.86. Crude oil futures are recently down .64% to $68.37 according to Bloomberg. XLE call option volume of 22,937 contracts compares to put volume of 18,819 contracts. XLE June option implied volatility is at 34, July is at 37; below its six month average of 47, according to Track Data, suggesting decreasing price movement. Paul Foster

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