WTI options update… – Commodity Research Group

July 17, 2018 by Jim Colburn Leave a Comment

Options trading was active on yesterday’s sharp down move plus August WTI options expire today… 113,739 calls and 165,215 puts traded… Most of these were in August with 8 of the top 10 busiest calls and 7 of 10 puts were in August… Open interest climbed more in calls, 20,661 than in puts, 9,302… Implied vol moved up to 27.9, which is the highest since 9/2017 and actually shows up on our long term vol chart:

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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