Natural Gas – Options Report – September 20 2010
FMX | Connect – www.fmxconnect.com - (Reported 9/20/2010)
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 | 380 | 24.0 | 26.0 |
| X10 | 400 | 47.5 | 49.5 |
| Z10 | 425 | 59.0 | 61.0 |
| F11 | 440 | 72.0 | 75.0 |
| G11 | 445 | 82.0 | 85.0 |
| H11 | 435 | 87.0 | 90.0 |
| J11 | 430 | 84.0 | 87.0 |
| K11 | 430 | 88.0 | 91.0 |
| M11 | 435 | 92.0 | 95.0 |
| N11 | 445 | 99.0 | 102.0 |
| Q11 | 450 | 106.0 | 109.0 |
| U11 | 450 | 114.5 | 117.5 |
| V11 | 460 | 126.0 | 129.0 |
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