Natural Gas – Options Report – October 1, 2010
FMX | Connect – www.fmxconnect.com - (Reported 10/01/2010)
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 | 380 | 30.5 | 33.5 |
| Z10 | 410 | 46.0 | 48.0 |
| F11 | 425 | 61.0 | 63.0 |
| G11 | 430 | 71.0 | 73.0 |
| H11 | 425 | 77.5 | 80.5 |
| J11 | 420 | 80.5 | 83.5 |
| K11 | 425 | 85.0 | 88.0 |
| M11 | 430 | 91.0 | 94.0 |
| N11 | 435 | 98.0 | 101.0 |
| Q11 | 440 | 105.0 | 108.0 |
| U11 | 445 | 115.0 | 118.0 |
| V11 | 450 | 127.0 | 130.0 |
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