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OIL OPTIONS
Crude options are still showing a healthy downside skew towards the puts although the spread has closed very slightly this week.
- The second month Brent 25 delta call-put skew has closed from a low of nearly -4.2% on 26 Jan up to -3.1% while the WTI skew is up from -4.8% to -3.6%.
- The Brent Dec23 25 delta call-put skew is relatively unchanged around -4.9% but the WTI Dec23 skew has closed to around -5.7%.
- Brent second month ATM implied volatility continues to edge lower to 37.7% and WTI down to 39%.
- Brent APR 23 down -0.3% at 81.92$/bbl
- WTI MAR 23 down -0.3% at 75.68$/bbl
Source: Bloomberg
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
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