iStock_000008737246XSmallNatural Gas – Options Report – September 22 2010

FMX | Connect – www.fmxconnect.com - (Reported 9/22/2010)

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:

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Volatility Smile:

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***From NYMEX Settlements

 

NG Straddle Runs

NG      
  Future Bid Offer
V10 395 22.0 23.5
X10 410 47.5 49.5
Z10 435 60.5 62.5
F11 450 75.0 77.0
G11 450 84.0 86.0
H11 440 89.5 91.5
J11 435 87.0 89.0
K11 435 90.0 92.0
M11 440 95.0 98.0
N11 445 101.0 104.0
Q11 450 108.0 111.0
U11 455 117.5 120.5
V11 460 128.5 131.5

 

 


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