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Aug22 ICE Brent Option Expiry

OIL OPTIONS

ICE Brent Option Expiry Today – Mon 27th June 22 at 19:30BST close

  • A total of 324mbbls of open Aug22 options positions are due to expire today against the futures close price at 19:30BST. Current open interest is 184k contracts for calls and 140k for puts.
  • The aggregate open interest across all Brent options is currently 1.44m call versus 1.17m puts contracts.
  • The biggest nearby strikes of interest are at 110$/bbl and 115$/bbl with approximately 5k contracts open at each but with slightly higher call volumes than puts volumes.
  • Below is a table showing nearby open interest (Brent 112.87$/bbl):

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