Natural Gas – Options Report – September 13, 2010

FMX | Connect – www.fmxconnect.com - (Reported 9/13/2010)

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	395	30	32
X10	420	52	54
Z10	445	64	66
F11	465	77	79
G11	465	86	89
H11	460	92	94
J11	450	89	92
K11	455	93	96
M11	460	97	100
N11	465	104	107
Q11	470	111	114
U11	475	120	123
V11	480	132	135

 

 

 

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