Natural Gas – Options Report – September 10, 2010

FMX | Connect – www.fmxconnect.com - (Reported 9/10/2010)

The following is a report of Natural Gas Option’s activity in the Over-The- Counter and Exchange traded venues. Information is compiled and summarized below. For full energy options reports, click here 

 

 

 

ATM Volatility Curve:

 

Volatility Smile:

***From NYMEX Settlements

 

NG Straddle Runs

NG
	Future	Bid	Offer
V10	390	33	35
X10	415	54	56
Z10	440	65	67
F11	460	78	81
G11	460	87	90
H11	450	92	95
J11	445	89	92
K11	445	92	95
M11	450	97	100
N11	460	104	107
Q11	465	111	114
U11	465	120	123
V11	475	132	135

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End Of Day Straddles

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Settlements

 

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