Natural Gas – Options Report – September 16, 2010
FMX | Connect – www.fmxconnect.com - (Reported 9/16/2010)
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 | 405 | 28 | 30 |
| X10 | 425 | 50.5 | 52.5 |
| Z10 | 445 | 62 | 64 |
| F11 | 460 | 75 | 77 |
| G11 | 460 | 85 | 88 |
| H11 | 455 | 91 | 94 |
| J11 | 445 | 87 | 90 |
| K11 | 450 | 91 | 94 |
| M11 | 455 | 95.5 | 98.5 |
| N11 | 460 | 102 | 105 |
| Q11 | 465 | 109 | 112 |
| U11 | 465 | 118 | 121 |
| V11 | 475 | 130 | 133 |
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