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ICE Brent Option Expiry – Thu 25th Aug

OIL OPTIONS

ICE Brent Option Expiry – Thursday 25th August 22 at 19:30BST close

  • A total of 295mbbls of open Oct22 options positions are due to expire on Thursday 25th August. Current open interest is 164k for calls and 130k for puts.
  • The aggregate open interest across all Brent options is currently 1.23m calls and 0.94m puts contracts.
  • The biggest nearby strike of interest is at 100$/bbl but there are small exposure spread across all nearby strikes.
  • Below is a chart showing front month Brent open interest by strike (Brent 100.53$/bbl):

Source; MNI / Bloomberg

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