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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
Front month Brent implied volatility spikes higher ahead of option expiry later this week.
- ATM implied volatility of the Oct22 Brent contract is showing just below 60% according to Bloomberg data this morning.
- The Oct22 Brent option exercise date is on Thursday 25th Aug.
- Implied volatility in other contracts and in WTI remain fairly stable. Volatilities are above the pre Ukraine war normal due to high market uncertainty and low liquidity levels. Brent open interest is hovering just above the lowest since 2015 while WTI open interest continues to fall lower.
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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