Crude Oil Implied Vol Chart, Updated – Commodity Research Group

December 4, 2015 by Jim Colburn Leave a Comment

The chart shows below implied vol for crude oil options going back to June of 2006 through Thursday, December 3rd, 2015, based on the second nearby at the money option. Implied vols have increased as the OPEC meeting neared, from 36.6 on November 10th to 45.8 on Wednesday. We will update this chart next week to show implied vol post-OPEC meeting. This 10+ year chart shows an area of record low implied vol during the spring and summer of 2014, but record highs of over 120 were made during January of 1991 just before bombs were dropped in Iraq…

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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