Week In Review

By Craig Bewick
SEP 25 2020

And that’s a wrap on the last full week of trading in September.  After a bit of back and forth in several different asset classes, here’s a recap of where the dust settled in some of CME Group’s major products using QuikStrike price and volatility data.  Keep in mind, these numbers are compiled around mid-day in order to meet publishing deadlines so do not take into account any potential market moves during the last couple of hours. 

  • Prices declined in all 6 featured products and by 5% in Gold futures
  • Volatility was generally higher but declined substantially in Soybean options
  • 25 Delta Puts in WTI Crude Oil options are trading at an implied 11% higher than Calls

As always, we wish all of our In FOCUS readers a safe and happy Autumn weekend.

 

 

ABOUT THE AUTHOR

Craig Bewick has spent 25 years in futures and options markets, starting at CBOT and CME working in risk management, regulatory, technology, product management and client development. 

After 8.5 years with WH Trading LLC, Craig returned to CME Group as the Director, Client Development and Sales, working to educate and promote futures trading. Craig currently writes for InFocus Options Corner.

Connect with Craig at activetrader@cmegroup.com

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