Implied vol update, WTI options… – Commodity Research Group

December 18, 2018 by Jim Colburn Leave a Comment

Despite a sharply lower closing price yesterday, options volume was below 100,000 and implied volatility only moved up about a point to 42.2%… Have traders closed books for the year? Looking into the abyss has not brought out large volumes that we might have expected… Anyway, here is the vol chart which, as always, tracks implied volatility calculated on the at the money of the second nearby option… The chart includes yesterday’s settle:

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.

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