Long term vol chart… – Commodity Research Group

October 19, 2020 by Jim Colburn Leave a Comment

Long term chart, implied vol, WTI, updated through Friday… First day of trading, November 14th, 1986… An alternative chart title could be “Much Less and More Grey Hair”… From a sharp decline in vol in 1989 (a successful OPEC meeting destroyed some text book straddle buyers…. prices moved sharply but vol collapsed), to Gulf War I (vol over 100%) to earlier this year when some traders paid cash for the right to sell something for nothing (zero struck and minus struck options traded)… Love this market!!!

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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