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June WTI vol explodes…

You are here: Home / Commodity Research / June WTI vol explodes…

April 21, 2020 by Jim Colburn Leave a Comment

The CME’s Option Settlement Tool shows June implied vol settling at 216.3, +96!!!  224,518 puts traded to 82,821 calls…  This is what happens when you include the possibility of deep negative prices…  Here are some OIL VIX charts from this morning from CNBC and CBOE, note the highs of around 400!

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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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