Natural Gas – Options Report – September 14, 2010

FMX | Connect – www.fmxconnect.com - (Reported 9/14/2010)

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	29	31
X10	415	51	53
Z10	440	63	65
F11	460	76	78
G11	460	85	87
H11	455	91	93
J11	445	87	89
K11	450	92	94
M11	455	97	99
N11	460	102	105
Q11	465	109	111
U11	470	119	121
V11	480	131	133

 

 

 

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