Options update… – Commodity Research Group

June 23, 2019 by Jim Colburn Leave a Comment

Here is a recent implied vol chart for WTI… Recent tension in the Gulf helped get implied vol up to 44% based on the at the money strike of the second nearby option….

And here is the long term chart going back to day 1 of options trading (November 14th, 1986)… Note that most spikes in vol occur during sharp moves downward in price, except for the biggest move of all, in vol, which was during Gulf War I…

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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