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Updated implied vol chart, WTI…

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September 26, 2019 by Jim Colburn Leave a Comment

The following charts track the at the money, second nearby, WTI option through yesterday’s settlement… Note that the high vol mark of the year was made on Jan 2nd…

This chart goes back to November 14th, 1986, the first day of options trading on NYMEX:

 

 

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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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