Futures on shares of OAO LUKOIL (LKZ9): in the morning futures LKZ9 is in contango at 200 points, while growing up to 3% at 13-30 Moscow time (Fig. 1).

Fig. 1 History of the basis (within days).

The number of open positions with the beginning of trading unchanged at 124 300 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 higher than the volatility of the December call outside money (Fig. 3). We are witnessing volatility smirk, which signals that the downward movement should be resumed.

Figure 3. Exchange IV (within days).

If we talk about the number of open positions, the maximum number - of putakh LK16000X9 (put max, Fig. 4) and Collen LK17000L9 (call max, Fig. 4).

Figure 4. Levels of optional support /resistance.

The most likely scenario: a reduction in the area 16000.

Least likely scenario: a return to the level of 18000.

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