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
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