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ICE Brent Option Expiry Today

OIL OPTIONS

ICE Brent Option Expiry – 26 Jan 2023 at 19:30GMT close

  • A total of 504mbbls of open Mar23 options positions are currently due to expire on Thursday 26 January. Current open interest is 333k for calls and 171k for puts.
  • The aggregate open interest across all ICE Brent options is 1.571m calls and 1.001m puts contracts.
  • The biggest strike of interest near the current market level is at 85$/bbl with some call volumes sitting at strikes just above the current market between 87$/bbl and 90$/bbl.
  • Below is a chart showing front month Brent open interest by strike (Brent 86.05$/bbl):


Source: MNI / Bloomberg

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