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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
Brent second month put skew is trading at the least bearish since 16 Nov having closed from as wide as -4.3% on 8 Dec in to currently about -1.9%. The WTI second month call-put spread has closed from -5.6% to -2.9% in the same time period.
- WTI Dec23 call-put skew has closed in to around -6.8% and the Brent Dec23 skew is in to -5%.
- Crude ATM implied volatility has drifted lower over the last week but has ticked up slightly today to 46.3% for the Brent second month and 44.5% for WTI.
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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