Futures on shares of OAO LUKOIL (LKZ9): in the morning futures LKZ9 is in contango at the level of 220 points, at 12-30 Moscow time remaining near the zero point (Fig. 1).
Fig. 1 History of the basis (within days).
The number of open positions with the beginning of trading unchanged at 109 500 contracts (Fig. 2).
Fig. 2 Change in open interest (within days).
In the long term the market remains in a downtrend.
Volatility December Putov outside money is higher than the December call outside money (Fig. 3).We are witnessing volatility smirk, which signals that the downward movement will continue.
Figure 3. Exchange IV (within days).
If we talk about the number of open positions, the maximum number - of putakh LK15000X9 (put max, Fig. 4) and Collen LK18000L9 (call max, Fig. 4).
Figure 4. Levels of optional support /resistance.
The most likely scenario: a reduction in the area 15000.
Least likely scenario: a return to the level of 18000.
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