WTI options update…. – Commodity Research Group

August 4, 2018 by Jim Colburn Leave a Comment

Here are some volume data for WTI options traded in the CME… July18 volume averaged 144,816 contracts per day, down 15.4% from July17… Year to date volume for 2018 is at 172,846 contracts, down 9.4% from last year… (https://www.cmegroup.com/daily_bulletin/monthly_volume/Web_ADV_Report_NYMEX_COMEX.pdf)

Here is a snapshot from the CME ranking active option strikes by most open interest… Dec18 calls dominate (but do note the $100calls in 2019 and 2020 on the leaderboard)… Sep $55 puts have made it to the top recently… Finally, note the very light volume trading on Friday (only around 76,000)…

https://www.cmegroup.com/tools-information/quikstrike/options-most-active-strikes.html

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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