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ICE Brent Option Expiry – Tues 27th Sept

OIL OPTIONS

ICE Brent Option Expiry – Tuesday 27th September 2022 at 19:30BST close

  • A total of 277mbbls of open Nov22 options positions are due to expire on Tuesday 27th September. Current open interest is 164k for calls and 114k for puts.
  • The aggregate open interest across all Brent options is currently 1.395m calls and 0.966m puts contracts.
  • The biggest nearby strike of interest is just below the current market at 85$/bbl.
  • Below is a chart showing front month Brent open interest by strike (Brent 86.59$/bbl):

Source: MNI / Bloomberg

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