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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 volatility skew is the most bearish since Sep 8 as oil demand concerns push futures lower.
- The Brent second month 25 delta put volatilities are now at a 3.4% premium above the 25 delta calls with WTI showing puts 3.6% over.
- The Dec23 skew has closed slightly in recent days with Brent call-put skew from around -8.6% as week ago up to -7.2%.
- Crude implied volatility is holding around 47.5% with high uncertainty over Russian oil exports and Chinese demand.
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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