Here is an updated implied volatility chart for WTI based on at the money, second nearby options… The big spike occurred early this year after WTI futures went negative… The spike in 2008 was due to WTI prices moving from around $140 to $35 in the second half of the year…
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.
Leave a Reply