WTI options volume heavy… CME – Commodity Research Group

November 10, 2018 by Jim Colburn Leave a Comment

Using the CME’s Most Active Strikes tool, here, we see that the Dec 60 put was most active on Friday with over 15,000 trading, on a very active day… Total volume was around 330,000, a big number… I show a record volume of 579,935 on November 30th, 2016… Year to date volume is around 170,000… Dec 60 puts were most active with over 15,000 trading (net liquidation of 6,151)… Dec options go off on the 14th of November… Implied vols are now up to 33.1 based on the second nearby option (Jan)… (by the way, natural gas implied vol is up to 54.7, also basis Jan)…

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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