Natural Gas – Options Report – September 23 2010
FMX | Connect – www.fmxconnect.com - (Reported 9/23/2010)
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 | 16.5 | 18.0 |
| X10 | 415 | 45.0 | 47.0 |
| Z10 | 435 | 58.0 | 60.0 |
| F11 | 455 | 73.0 | 75.0 |
| G11 | 455 | 83.0 | 85.0 |
| H11 | 445 | 88.5 | 90.5 |
| J11 | 440 | 87.0 | 89.0 |
| K11 | 440 | 91.5 | 93.5 |
| M11 | 445 | 96.5 | 99.5 |
| N11 | 450 | 102.5 | 105.5 |
| Q11 | 455 | 108.0 | 111.0 |
| U11 | 460 | 118.0 | 121.0 |
| V11 | 465 | 130.0 | 133.0 |
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