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ICE Brent Option Expiry – Wed 26th Oct

OIL OPTIONS

ICE Brent Option Expiry – Wednesday 26th October 2022 at 19:30BST close

  • A total of 1,080mbbls of open Dec22 options positions are currently due to expire on Wednesday 26th October. Current open interest is 637k for calls and 444k for puts.
  • The aggregate open interest across all Brent options is 1.694m calls and 1.047m puts contracts.
  • The biggest nearby strikes of interest are either side of the current market at 90$/bbl and 95$/bbl.
  • Below is a chart showing front month Brent open interest by strike (Brent 92.00$/bbl):

Source: MNI / Bloomberg

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