Week In Review

By Craig Bewick
FEB 05 2021

As we often do on Fridays, we’ve recapped the (headline-filled) week in price and volatility terms using QuikStrike data in the chart below.  Some notable highlights include:

  • 5% price rallies in the E-mini S&P 500 and E-mini Nasdaq-100 futures
    • Dramatic decrease in implied volatility in those two indexes and skew shifted toward the Calls
  • 9% increase in WTI Crude Oil futures price
  • Natural Gas futures price up 12% and increase in implied volatility from 52.5% to 60%

We hope all of our In FOCUS readers have a happy and safe weekend and, for those in the Chicago area, stay warm during this first artic blast!

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. 

Connect with Craig at activetrader@cmegroup.com

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