@TraderBillyAU I know, that’s why I’m saying that short term movement of energy can be exhausted due to since beginning of February the level of puts have outpaced calls, although the absolute level is still elevated. Don’t you think?
@xavierbrun Hola Xavier. Por qué usas para medir inventarios de cobre el índice de LME y no el de Comex (COMXCOPR)? Los datos distan bastante entre sí. Un saludo
@Credit_Junk Awesome job.
Regarding your skew analysis, don’t you think the Z-score is distorted due to the high IV 2020 period? If you take last 3Y, the current level is quite close the the limits