Free Trial
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
The crude options market has seen the put skew increase again to correct the move seen in reaction to the Russian production cut announcement on Friday.
- The second month Brent call-put skew is drifting back down to -2.92% having close in to around -1.5% on Friday. The WTI second month skew is back down from -1.5 to -3.05%.
- The longer dated crude call-put spreads remain largely unchanged since 6 Feb with Brent Dec23 skew at -4.31% and the WTI Dec23 skew at -5.29%.
- The second month Brent ATM implied volatility is today still around 37.5%.
- Brent APR 23 down -1.5% at 85.34$/bbl
- WTI MAR 23 down -1.7% at 78.81$/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.
We are facing technical issues, please contact our team.
ok
Your request was sent sucessfully! Our team will contact you soon.
ok