WTI options update… – Commodity Research Group

April 3, 2020 by Jim Colburn Leave a Comment

Here is the CME’s Most Active Strike tool from yesterday… Put open interest increased by more than twice call OI… Did traders use the rally to establish new position… Initiated by put buyers? Implied vol didn’t move much, settling at 151 in May and 123 in June, as extreme realized vol offset the tendency of price rallies to dampen implied vol…

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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