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Crude oil implied volatility update…

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August 17, 2017 by Jim Colburn Leave a Comment

August 16th implied vol for crude oil settled at 27.5, basis October, the second nearby option month… Here is a long term chart of implied vol based on at the money, second nearby options, including August 17:

The long term average since crude oil options began trading on the exchange is around 33%…

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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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