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Valor View – WTI Futures go negative on 4.20 – A deep dive
Over the weekend, news started to come out that Hin Leong, a major trader of oil products in Singapore filed for bankruptcy. A subsidiary of Hin Leong, Ocean Tankers, which owned a fleet of more than 100 vessels (including 14 … Read More
Valor View – Natural gas vol & skew making large moves and point to lower futures in the front
– Natural gas option vol has been tricky lately to say the least – Option Vol in equities and crude has fallen but in natural gas it remains elevated – As shown in the chart below (May-June contract), except for … Read More
Valor View – NG – Vol at new highs
Not everyone in NG trading community is all bulled up on potential for lower productionIn fact, SPG Platts came out an article that Permian associated gas may not slow down significantly because as wells get old they get more gassy. … Read More
Valor View – NG – Natural gas bounces back
Natural gas went down along with oil and equities on Friday and early morning todayVol jumped to new highs at the beginning of the day as it seemed at one point that natural gas prices might fall below $1.50 todayCorona … Read More
Valor View – NG – Mar 3 – Volatility continues – F/G, J/V CSO discussion
Volatility continues in the natural gas market both in futures and implied volThere was a small expectation that implieds will taper off with the rally and it was true till early morning, but vol rallied later in the dayWith both … Read More
Valor View – NG – Feb 26 – Vol rallies, puts get bought ahead of EIA
Vol continued its late day run up like yesterdayToday vol got bid when we started selling off into March expiryLike we mentioned yesterday, vol run up at these levels potentially indicates downward pressure on prices Intraday Vol Apart from the … Read More
Valor View – Natural Gas – Feb 19 – Vol falls off the cliff
Our call about fading the after-close vol move higher proved to be prescientVol fell below Friday’s close and closed there at the end of the dayIt dropped early in trading and it fell hard through Bal20, falling the most in … Read More
Natural Gas – Tale of two seasons (Bearish Summer/Bullish Winter)
Natural gas vol curve is behaving as if both scenarios where Summer20 ends up closer to or greater than 4Tcf and Winter20-21 ends closer to or less than 1Tcf are likely leading to a bearish Summer20 and bullish Winter20-21 scenario … Read More
Natural gas market is skittish
Natural gas market seems very nervous with vol remaining relatively high even when prices drop and going up fast on any weather based price rally. This is apparent in the intraday price and vol action over Monday & Tuesday Given … Read More
