Natural Gas – Options Report – September 30, 2010
FMX | Connect – www.fmxconnect.com - (Reported 9/30/2010)
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 | 385 | 32.5 | 34.5 |
| Z10 | 410 | 47.5 | 49.5 |
| F11 | 430 | 63.0 | 65.0 |
| G11 | 430 | 72.5 | 74.5 |
| H11 | 425 | 79.0 | 81.0 |
| J11 | 420 | 81.5 | 84.5 |
| K11 | 425 | 86.0 | 89.0 |
| M11 | 430 | 92.0 | 95.0 |
| N11 | 440 | 98.0 | 101.0 |
| Q11 | 445 | 105.5 | 108.5 |
| U11 | 445 | 114.5 | 117.5 |
| V11 | 455 | 127.5 | 130.5 |
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