Natural Gas – Options Report – September 29, 2010
FMX | Connect – www.fmxconnect.com - (Reported 9/29/2010)
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 | 395 | 36.5 | 38.5 |
| Z10 | 420 | 51.0 | 53.0 |
| F11 | 435 | 66.0 | 68.0 |
| G11 | 435 | 75.0 | 77.0 |
| H11 | 430 | 81.5 | 84.5 |
| J11 | 425 | 83.5 | 86.5 |
| K11 | 430 | 88.0 | 91.0 |
| M11 | 435 | 93.0 | 96.0 |
| N11 | 440 | 99.5 | 102.5 |
| Q11 | 445 | 106.5 | 109.5 |
| U11 | 450 | 116.0 | 119.0 |
| V11 | 455 | 128.0 | 131.0 |
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