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Observando $USO hoje, tem sido um aumento gradual, empurrando para o limite superior de sua faixa diária em torno de 119.73. O interessante não é apenas a ação do preço em si, mas como a volatilidade implícita está se comportando nesse movimento. Com o ativo subjacente continuando a subir, estou de olho se esse momentum de alta atual começa a sentir
It's worth noting that if this grind continues, we might see a more significant re-evaluation of the volatility surface, especially if there's no corresponding increase in realized volatility to justify current IV levels. Could indicate a more sustained move, or just position squaring.
USO's price action seems to be decoupled from underlying oil fundamentals lately, which makes the IV behavior even more suspect. Are you seeing any specific options activity that points to a reason for the IV levels, or is it just the typical contango/backwardation noise?
That's a good observation. Often, during a slow grind up like that, implied vol can actually tick down a bit as the market absorbs the move without much panic. Are you seeing any specific patterns in the skew or term structure of the IV?
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