Meats, Cheese, Milk

Meats, Cheese, Milk

Black Vols / Business Calendar

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May 2024 wrap up of commodity markets at May 2024!

April 2024 wrap up of commodity markets at April 2024!

March 2024 wrap up of commodity markets at March 2024!

February 2024 wrap up of commodity markets at February 2024!

January 2024 wrap up of commodity markets at January 2024!

December 2023 wrap up of commodity markets at December 2023!

November 2023 wrap up of commodity markets at November 2023!

October 2023 wrap up of commodity markets at October 2023!

September 2023 wrap up of commodity markets at September 2023!

August 2023 wrap up of commodity markets at August 2023!

July 2023 wrap up of commodity markets at July 2023!

June 2023 wrap up of commodity markets at June 2023!

May 2023 wrap up of commodity markets at May 2023!

April 2023 wrap up of commodity markets at April 2023!

March 2023 wrap up of commodity markets at March 2023!

February 2023 wrap up of commodity markets at February 2023!

January 2023 wrap up of commodity markets at January 2023!

Year End 2022 wrap up of commodity markets at YearEnd 2022!

November 2022 wrap up of commodity markets at November 2022!

October 2022 wrap up of commodity markets at October 2022!

September 2022 wrap up of commodity markets at September 2022!

August 2022 wrap up of commodity markets at August 2022!

Year End 2021 wrap up of commodity markets at YearEnd2021!

July 2022 wrap up of commodity markets at July 2022!

June 2022 wrap up of commodity markets at June 2022!

May 2022 wrap up of commodity markets at May 2022!

April 2022 wrap up of commodity markets at April 2022!

March 2022 wrap up of commodity markets at March 2022!

February 2022 wrap up of commodity markets at February 2022!

January 2022 wrap up of commodity markets at January 2022!

Our data and models were used in a major paper on the negative oil prices GCARD

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20240614

Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)

This a quick view of implied volatility skews across many months or products.

Most of the time the plots of volatility by strike are smooth, sometimes settles are wonky. As a result, the curves can have a whipsaw effect. We make no effort to eliminate this. If you want smooth curves, navigate over to the curves section of the site.

The algorithm which picks which curve to show works on open interest. That can sometimes be a recently expired contract. Fret not, navigate over the the comparisons part of the site and you will find active ones.