Implied Vol update… – Commodity Research Group

March 25, 2021 by Jim Colburn Leave a Comment

Implied vol for WTI moved up to 42.5% on Tuesday, March 23rd, which was up sharply on the day, + 3.9, up from the Feb 10th settle of 30.1, but a mere blip on the long term path… Note the three big spikes, Gulf War I, the Great Recession and the pandemic… Also note that WTI would be a most volatile contract without the top three moves… Have we seen it all now?

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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