WTI Crude Oil Futures (July 2026) (CLN6) Volatility Skew

Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.

WTI Crude Oil Futures (July 2026) (CLN6) operates in the Energy Futures sector, specifically the Energy Futures industry, listed on NYMEX. WTI Crude Oil Futures July 2026 contract: NYMEX WTI Crude Oil futures (CL): the global benchmark for North American crude oil pricing, settling against physically deliverable barrels at Cushing, OK.

Volatility skew analysis compares implied volatility across strikes and expirations. No recent options activity for CLN6 as of 2026-06-02; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how volatility skew is reported and how to read the data →