Using the CME’s Most Active Strikes tool, here, we see that the Dec 60 put was most active on Friday with over 15,000 trading, on a very active day… Total volume was around 330,000, a big number… I show a record volume of 579,935 on November 30th, 2016… Year to date volume is around 170,000… Dec 60 puts were most active with over 15,000 trading (net liquidation of 6,151)… Dec options go off on the 14th of November… Implied vols are now up to 33.1 based on the second nearby option (Jan)… (by the way, natural gas implied vol is up to 54.7, also basis Jan)…
by Jim Colburn Leave a Comment
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