iStock_000001224099XSmallNatural Gas – Options Report – September 24 2010

FMX | Connect – www.fmxconnect.com - (Reported 9/24/2010)

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 390 12.5 14.0
X10 400 42.5 44.0
Z10 425 56.5 58.5
F11 445 71.0 74.0
G11 445 80.5 83.5
H11 440 86.5 89.5
J11 430 86.5 89.5
K11 435 90.5 93.5
M11 440 95.0 98.0
N11 445 103.0 105.0
Q11 450 107.5 110.5
U11 455 117.5 120.5
V11 460 129.0 132.0

 

 


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