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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.
OIL OPTIONS
Crude options show a return of the strength in the puts as the flat price falls lower on recession fears.
- The Brent Dec 2022 25 delta skew is now back to 1.4% puts over calls after closing in towards parity earlier in the week. The WTI Dec22 skew is back to 1.75% from 0.9% in favour of the puts.
- The Brent Dec 2023 put skew has moved from 6.6% on Sep 21 back to 7.8%.
- ATM implied volatility for front month Brent is hovering between 45 and 50% with high uncertainty and low liquidity maintaining large intraday moves.
- Brent NOV 22 down -4.3% at 86.58$/bbl
- WTI NOV 22 down -5% at 79.35$/bbl
Source: MNI / 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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