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Guest Post: Crude Oil Volatility Report

October 10 2011, 10:54

Crude Oil – Options Report – October 7, 2011

FMX | Connect (Reported 10/07/2011)

The following is a report of Crude Oil Option’s activity in the Over-The-Counter and Exchange traded venues.

Information is compiled and summarized below.

Courtesy Parity Energy Brokers

“On Friday, November volatility was lower.” This was most likely due to weekend theta front running by professionals expecting whatever market move was next to not justify the weekend’s theta with the Yom Kippur and Columbus Day holidays. It would seem that the sellers were right. As of this writing, Oil vol is down over 1.5% even while the market is up over $2.00.

Crude Oil Market Vol Report 11-10-07

Parity Energy maintains unbiased market volatility curves. You can access both live prices and Parity Energy indicative prices by RFQ-ing your interest on PEP - the Parity Energy Platform. As always, Parity Energy voice brokers are available to assist you in getting accurate markets and closing trades.

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