2019 WTI options summary… – Commodity Research Group

January 3, 2020 by Jim Colburn Leave a Comment

Average daily volume in WTI options was almost 30% lower in 2019 vs 2018 with 124,012 trading… Implied vol averaged 31.25 with the high, 53.0, occurring on Jan 2 and the low, 22.1, on April 18 (12/26 vol settled at 22.4)… Adding 2018 data to history gives us an average vol of 32.79 since options began trading in November of 1986… The all time high, 135.40 occurred on Jan 14, 1991; the all time low, 12.8, on June 6, 2014… Here is a long term chart of implied vol:

Commodity Research Group (CRG), founded by veteran analyst Edward Meir, is an independent research consultancy specializing in base and precious metals, as well energy products. The Group provides research and general price analysis for these markets, along with advice to companies seeking to construct commodity hedging strategies.

Our associates bring decades of experience to the table, as they seek to help our clients understand the markets. CRG will distill the myriad of pricing variables mentioned above into coherent research that is to-the-point and tailored to a clients hedging or pricing needs. In addition, CRG is available for consulting assignments and speaking engagements. CRG does not manage money or trade for itself.

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