Natural Gas – Options Report – September 17, 2010
FMX | Connect – www.fmxconnect.com - (Reported 9/17/2010)
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 | 400 | 27 | 29 |
| X10 | 420 | 49.5 | 51.5 |
| Z10 | 440 | 61.5 | 63.5 |
| F11 | 455 | 74.5 | 76.5 |
| G11 | 455 | 84 | 86 |
| H11 | 450 | 90.5 | 92.5 |
| J11 | 440 | 87 | 89 |
| K11 | 445 | 89 | 91 |
| M11 | 450 | 95.5 | 97.5 |
| N11 | 455 | 101 | 103 |
| Q11 | 460 | 108 | 110 |
| U11 | 460 | 117 | 119 |
| V11 | 470 | 129.5 | 131.5 |
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