Active day in WTI options… – Commodity Research Group

August 2, 2019 by Jim Colburn Leave a Comment

Here is a summary of yesterday’s increased activity in WTI oil options from the CME’s Most Active Strike tool:

Note that most volume was in puts, but open interest gained more in calls… Sep 50 and 55 puts were most active trading over 10,000x (10,000 on one strike is rare these days)… Implied vol moved up sharply from 27.7 to 34.8 in Sep and from 27.4 to 32.6 in Oct, based on at the money options…

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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