May/June and June/July -$5.00 and -$6.50 puts trade 5,000 times each, maybe as a put spread... May/June futures settled at -$4.00, June/July at
Bozorgmehr Sharafedin, Reuters, has some nice graphics in a piece on oil prices, here...
As many of you know, I have been tracking implied vol for WTI since options began trading on November 14th, 1986... I track the at the money option of
“Canadian heavy crude has become so cheap that the cost of shipping it to refineries exceeds the value of the oil itself, a situation that may result
From a Dallas Fed survey, here:
Scott Patterson and Alexander Osipovich have a nice piece on high frequency trading in the current market environment, here... Bid/offer spreads
Here are a couple of charts from the EIA’s excellent This Week in Petroleum... There is more, here... My only quibble is that their vol analysis
I’m not sure whether this is an optimistic (economy comes back quickly) or pessimistic (many lives lost) piece from Marginal Revolution, here...
The second most active strike yesterday was a May/June -$4.00 put! 7,500 of theses traded, increasing open interest by the same amount... (settled at