https://www.investing.com/news/commodities-news/oil-rises-on-china-us-economic-data-and-opec-cut-expectations-3166663 Oil edges up on prospect of extended OPEC+ supply cuts NEW YORK (Reuters) -Oil prices edged higher on Monday on expectations that OPEC+ would keep supplies tight and speculation that the U.S. Federal Reserve will cease its aggressive interest rate hike campaign. Saudi Arabia has spearheaded efforts to support prices, making large voluntary output cuts as part of a production deal agreed by the OPEC+ producer group comprising the Organization of the Petroleum Exporting Countries (OPEC) and allies including Russia.
* Oil 現在日付 2023/9/5 1st Price 85.17 X 2nd Price 84.34 Z Mothly change/σ 0.4 Next month's average change/σ 0.4 Daily STDEV 1.45 Monthly STDEV 7.27 Monthly expected return 1.12 HV 0.219 HV/σ -1.52 total premium: -3.2 Net Δ -0.4 Net Γ 0.3 Net Λ -40.7 VaR/Balance (V/B) [%] -255.4%
σ Version Tactics Month C1/P-1 Strike Sell1/Buy-1 Premium Time IV Entry price Entry date Qty
2023 apri sub total loss $-6,062 -1 6.06 2023/4/28