--- https://www.investing.com/news/commodities-news/oil-steady-as-us-stormhit-supply-returns-slowly-2618843 U.S. West Texas Intermediate (WTI) crude futures were down 44 cents, or 0.61%, at $72.17 after settling unchanged in the previous session. "The market is pausing for a breath. This week's supply-demand reports from OPEC and the IEA suggest that the balance of the year will be tight - demand is expected to grow and non-OPEC supply, partly because of Hurricane Ida, will get tighter," said PVM Oil Associates analyst Tamas Varga. "The weather-related disruption was laid bare in Wednesday's EIA inventory report and further crude oil stock draws are anticipated next week and possibly beyond in the U.S. Gulf Coast."
* Oil 現在日付 2021/9/17 1st Price 71.65 Nov 2nd Price 71.24 Dec Mothly change/σ 1.0 Next month's average change/σ -0.4 Daily STDEV 1.35 Monthly STDEV 6.28 Monthly expected return 1.40 HV 0.232 HV/σ -0.97 total premium: -6.5 Net Δ 0.1 Net Γ 0.0 Net Λ -2.0 VaR/Balance (V/B) [%] -3.6%
σ Version Tactics Month C1/P-1 Strike Sell1/Buy-1 Premium Time IV Entry price Entry date Qty 1.7 CLOSE3:ASSIGN: Oct -1 72.00 72.00 2021/9/17 0 1.7 CLOSE3: Oct 1 0.12 71.88 2021/9/17 0