Hormuz Oil Disruption Tracker

Supply-Side Oil Disruption Model  |  Updated Daily at 05:00 PT
Last Updated: June 19, 2026 Inception: June 19, 2026
Today's Conclusion
Conviction
HIGH
Market is mispricing disruption risk
Expected Brent (Prob-Weighted)
$120–135
Based on scenario matrix below
Current Brent Crude
$79.56
+$40–55 gap to expected
The market is buying the headline, not the physics. Brent at $80 prices in fast normalization that 80 uncleared mines make physically impossible. Probability-weighted expected Brent is $120–135. The asymmetry is compelling.

Portfolio Allocation

Cash 15%
Producers 25%
Midstream 10%
Tankers 15%
Brent Calls 25%
OTM Calls 10%
Cash15%
Oil Producers25%
Midstream / Storage10%
Tankers15%
Brent Calls25%
Deep OTM Calls10%
Allocation skews toward convexity plays (options) given the binary nature of mine clearance timelines. Oil producers provide cash-flow ballast while tanker stocks benefit from rate spikes caused by rerouting. Cash reserved for tactical re-entry on pullbacks. Deep OTM calls are a defined-risk tail hedge on Scenario D (transit collapse below 40%).

Model Performance

Since Inception (Jun 19, 2026)

Day 1 — baseline established
Model Brent Range $120–135
Actual Brent $79.56
Scenario Accuracy --
Allocation Return 0.00%
S&P 500 Benchmark 0.00%

Past 7 Days

Insufficient data
Available after June 26, 2026

Past 30 Days

Insufficient data
Available after July 19, 2026
Performance tracking begins with Day 1 baseline. Returns calculated against S&P 500 and Brent futures as benchmarks.

The Thesis

We believe the market is systematically underpricing the true risk of prolonged oil supply disruption through the Strait of Hormuz.
30+ Daily Data Streams Hormuz Traffic  •  Shipping Risk  •  Pipeline Bypass  •  Inventories  •  Demand Destruction  •  Non-Hormuz Supply

Net Shortage Calculation

Gross Hormuz Disruption 17.0 mb/d
Pipeline Bypass Capacity 6.5 mb/d
Inventory Offset (SPR + Commercial) 3.0 mb/d
Demand Destruction 2.0 mb/d
Additional Non-Hormuz Supply 0.8 mb/d
Net Shortage = 4.7 mb/d

Scenario Probabilities

Scenario A
10%
Transit: >80%
Shortage: <2 mb/d
Brent: $75–95
Scenario B
25%
Transit: 60–80%
Shortage: 2–4 mb/d
Brent: $95–120
Scenario C — Most Likely
40%
Transit: 40–60%
Shortage: 4–6 mb/d
Brent: $120–150
Scenario D
25%
Transit: <40%
Shortage: >6 mb/d
Brent: $150–200+

Supply Vector Dashboards

Hormuz Traffic

Current Transit
13%
17 of ~130 vessels/day
7-Day Avg
8%
Trend
Recovering
Pre-crisis, ~130 vessels transited daily carrying ~20 mb/d. Following Iran's closure during Operation Epic Fury, transit collapsed 90%+. The June 17–18 MOU initiated cautious reopening — 17 transits recorded June 18 — but the main TSS channel remains mined with ~80 devices. Only inshore corridors are navigable.

Shipping Risk

Confidence Index
15/100
War Risk Insurance
1.5–2.5%
vs 0.1% pre-crisis
Premium Multiple
15–25x
No major carrier (Maersk, Hapag-Lloyd, CMA CGM, MSC) has resumed transit. War risk premiums remain 15–25x normal. ~80 mines block the main channel. GPS jamming/spoofing affected 1,100+ vessels. The MOU is 48 hours old and already under stress.

Pipeline Bypass

Current Bypass
6.5 mb/d
Saudi Petroline
4.3
UAE ADCOP
1.75
Iraq-Turkey
0.5
Pipeline bypass covers ~33% of pre-crisis Hormuz flow. Saudi's East-West pipeline is at emergency max (7 mb/d throughput, ~4.3 mb/d net export via Yanbu). UAE's ADCOP runs at 1.85 mb/d but Fujairah port faces intermittent attacks. Iraq-Turkey pipeline disputes limit utilization to 0.5 mb/d of 1.6 mb/d capacity.

Inventory Response

US SPR
340.3M bbl
Lowest since 1983
OECD Stocks
Lowest
since 1990
Inventory Offset
~3.0 mb/d
The safety net is nearly exhausted. US SPR at 340.3M barrels (lowest since 1983), drawing at ~1.3 mb/d near infrastructure limits. OECD commercial stocks lowest since 1990 — drew 143M barrels in May alone. IEA coordinated 252M barrels of 400M authorized. At current pace, SPR falls below 250M barrels by July.

Demand Destruction

Demand Destruction
~2.0 mb/d
China Imports
7.79 mb/d
Down 29% YoY
India Imports
5.27 mb/d
IEA projects 1.1 mb/d annual demand decline for 2026 — first since COVID. China seaborne imports at 8-year low. But demand destruction is easing as Brent falls from $111 to $80. US PMI at 54.0 (expansion). The demand response is partially reversible — as prices stabilize, demand recovers, tightening the balance again.

Non-Hormuz Supply

Additional Supply
~0.8 mb/d
above trend
US Production
13.8 mb/d
Brazil
4.24 mb/d
Record
Guyana
903k bpd
Non-Hormuz producers are responding but incrementally. US at 13.8 mb/d (+0.2 above trend). Brazil hit an all-time record 4.24 mb/d. Guyana at 903k bpd with 30k expansion pending. The critical gap: ~4+ mb/d of OPEC spare capacity exists on paper but is TRAPPED behind Hormuz — Saudi producing 6.57 vs 10.23 mb/d target.

Alert Status

Transit below 60% — Currently at 13% Active
Transit below 50% — Currently at 13% Active
Transit below 40% — Currently at 13% Active
Net shortage exceeds 4 mb/d — Currently 4.7 mb/d Active
Brent exceeds $100 — Currently $79.56 Inactive
SPR below 300M barrels — Currently 340.3M Inactive