Oil options udate… – Commodity Research Group

August 9, 2018 by Jim Colburn Leave a Comment

Volume in WTI options picked up significantly yesterday and volatility moved up about a point to settle at 24.4 (second month out)… Not surprising considering the price move:

More than 200,000 options traded, compared to a year to date average of 172,846… Recent activity was often under 100,000… On a down day in price, more calls traded than puts, both increased in open interest… Here is a look at the most traded strikes:

The CME’s “Most Active Strikes” tool is here: https://www.cmegroup.com/tools-information/quikstrike/options-most-active-strikes.html

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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