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Volatility

How much is the commodity complex moving?
Volatility — OVX / GVZ Implied vs Realized

The commodity volatility complex — CBOE OVX (crude oil implied vol) and GVZ (gold implied vol) alongside 21-day realized volatility for crude and gold.

How OVX and GVZ index levels (implied vol, in vol points) with rolling 21-day annualized realized vol for WTI and gold on the same scale.Source Yahoo Finance (CBOE) — computed

commodities_vol

How to read Where energy/metals vol sits now, and whether options screen rich vs recently-delivered moves (implied above realized = insurance bid). A present-state vol level.

Descriptive present-state vol — the variance-risk-premium→returns literature (implied-minus-realized as a return predictor) is a forecast and is NOT built here. FX-style commodity vol term-structure is deferred.

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