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Real-World Asian Options: Exchange Listings and OTC Contracts

Article Quant Q&A · Author: pablo
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Summary

The discussion asks for practical examples of Asian or other exotic options so that pricing approaches can be compared with actual market arrangements. It identifies exchange-traded Asian-style options linked to WTI crude oil futures as one example, and notes that similar contracts may be arranged over the counter between two parties.

The exchange listing offers a concrete product reference, while the OTC observation explains why public examples and data may be difficult to locate. The discussion does not provide contract terms, prices, trade records, or evidence comparing pricing models with market outcomes. It is therefore useful for locating product types, but insufficient on its own for validating a pricing method or drawing conclusions about liquidity and availability.

Key ideas

  • Asian-style options can be listed on futures products, including WTI crude oil.
  • Similar exotic options may be negotiated privately between counterparties.
  • Public information about privately traded contracts can be limited.
  • The discussion offers no pricing data or model comparison.

Tags

CommoditiesOptionsDerivatives pricing
Full text
# asian option – exotic option – real data, authentic examples?


# asian option – exotic option – real data, authentic examples?












I would be pleased if any of You can give me the real example of an asian option (or other exotic option) that is being traded or that is offered by some institution.

I have been searching the whole internet, but only what I can find is how to price asian options, and I want to compare those methods with a real situation.

Best regards,

Pablo

## Answer by RA334 (score 1)

https://quant.stackexchange.com/a/18103

CME Group offers exchange-traded Asian-style options on WTI Crude Oil Futures, among other underlying products:

http://www.cmegroup.com/trading/energy/crude-oil/west-texas-intermediate-wti-crude-oil-calendar-swap-futures_contractSpecs_options.html

## Answer by QuantK (score 0)

https://quant.stackexchange.com/a/17217

I don't think you will find any data on that. Asian option are OTC traded, and embedded in contracts between 2 parties.

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.