Natural Gas – Options Report – September 27, 2010
FMX | Connect – www.fmxconnect.com - (Reported 9/27/2010)
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 |
| X10 | 390 | 41.0 | 43.0 |
| Z10 | 415 | 55.0 | 57.0 |
| F11 | 430 | 69.0 | 71.0 |
| G11 | 435 | 79.0 | 81.0 |
| H11 | 425 | 84.5 | 87.5 |
| J11 | 425 | 85.0 | 88.0 |
| K11 | 425 | 89.0 | 92.0 |
| M11 | 430 | 94.0 | 97.0 |
| N11 | 440 | 100.5 | 103.5 |
| Q11 | 440 | 105.5 | 108.5 |
| U11 | 445 | 115.5 | 118.5 |
| V11 | 450 | 127.0 | 130.0 |
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