Nymex crude oil put option binomial pricing


Option pricing oil nymex put binomial crude


Recent ContractsLastChgOpenHighLowDatetimeCrude Oil - Electronic May 201748.21-0.0348.148.22StrikeSessionPr. Settlement prices on instruments without open interest or volume are provided for web users only and are not published on Market Data Platform (MDP). These prices are not based on market activity. If you are bearish on crude oil, you can profit from a fall in crude oil price by buying (going long) crude oil put options. Example: Long Crude Oil Put OptionYou observed that the near-month NYMEX Light Sweet Crude Oil futures contract is trading at the price of USD 40.30 per barrel.

Since each underlying NYMEX Light Sweet Crude Oil bjnomial contract represents 1,000 barrels of crude oil, the premium you need to pay to own the put option is USD 2,90.Assuming that by option expiration day, the price of the underlying crude oil futures cruce fallen by 15% and is now trading at USD 34.25 per barrel. At this price, your put option is now in the money. Crude Oil Option ExchangesCrude Oil option contracts are available for trading at New York Mercantile Nymex crude oil put option binomial pricing (NYMEX).NYMEX Light Sweet Crude Oil option prices are quoted in dollars and cents per barrel and their underlying futures are traded in lots of 1000 barrels (42000 gallons) of crude oil.NYMEX Brent Crude Oil options are traded in contract sizes of 1000 barrels (42000 gallons) and their prices are quoted in dollars and cents per barrel.




Nymex crude oil put option binomial pricing

Nymex crude oil put option binomial pricing


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