Vol moves higher… – Commodity Research Group

October 29, 2020 by Jim Colburn Leave a Comment

On a meltdown in price, one would expect high volume (over 100,000 is high these days), more puts than calls trading (check), higher implied vol (check)… Change in open interest could go either way but yesterday we saw more puts open than calls, not a liquidating or countermove look…

Here is the CME:

And here is the CME’s Most Active Strike:

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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