Implied volatility settled below 40% last week… Here is the chart for at the money, second nearby options:
For April, WTI options traded an average 177,603 contracts which was up 40.3% from April 2015…. Year to date, WTI options are up 23.3% at 193,130 per day… Spread options traded an average 15,162 per day in April, -22%, but year to date they are +16.6% at 19,387 per day (includes the cash settled contract)… WTI futures traded 1.124 million per day in April, +40.3%; year to date, 1.143 million, +43.3%… Not bad for a “mature” contract…
Leave a Reply