nymex october

September expiration was on Friday, WAv at 119.61 last Sunday was around 6US above Spot price on Friday, with Spot travelling through Sept WAv the week before.

October's WAv at 115.47 is 1.69 above current Spot. Total options are currently for 642mm bbls.

Date, Weight Av, (Spot, Delta), Ratio, (Calls, Puts), (CallAv, PutAv)

29 July: 114.13, (122.21, +8.07), 0.6631:1, (222399, 335380), (134.65, 100.52)
03 Aug: 114.39, (125.03, +10.64), 0.6683:1, (231672, 346639), (134.75, 100.78)
17 Aug: 115.47, (113.78, -1.69), 0.7170:1, (268189, 374034), (135.77, 100.91)