recommend buying a put option for money on Gazprom shares with the performance in October
Futures on shares of OAO Gazprom (GZU9): in the morning futures are in contango at 12-30 Moscow time was 250 basis points (Fig. 1), and futures GZU9 reduced by 2 , 5%.
Fig. 1 History of the basis (within days).
In the long term the market remains in a downtrend. Volatility in the December putakh higher volatility in the collie. At the current market there is volatility smirk, which indicates the resumption of top-down dynamics (Fig. 2).
Figure 2. Futures GZU9. Exchange IV within days.
If we talk about the number of open positions, then the maximum amount - at GZ16000X9 (put max, Fig. 3) and GZ17000L9 (call max, Fig. 3) strikes. However, in absolute amounts of these levels are minimal and they should not be considered as fully formed.
Figure 3. Levels of optional support /resistance.
The most likely scenario: a correction from current levels in the region 15000
A less likely scenario: rising to the level of 20000.
In this situation, I recommend buying a put option for money with the performance in October.
Bid - GZ17000AV9 - p /n - 780 rub.
holding period - 28 days.
Risks - paid prize - 780 rubles.
earning potential is unlimited.
Influence of time negatively.
Figure 4.
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