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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.
OIL OPTIONS
Brent crude put skew reduces as crude futures have recovered ground.
- The Brent Dec22 25 delta puts are trading 2.7% over calls in from 4.8% over calls at the start of the month. The Dec23 puts skew has also closed from around 10% to 8% so far this month.
- ATM Brent front month implied volatility is hovering between 45% and 50% with high uncertainty over the market balance and with ongoing low liquidity maintaining large price swings. WTI front month implied volatility is increasing over 60% ahead of October option expiry on Thursday this week.
Source: MNI / 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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