Natural Gas – Options Report – October 6, 2010
FMX | Connect – www.fmxconnect.com - (Reported 10/06/2010)
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 | 30.0 | 32.0 |
| Z10 | 420 | 46.0 | 48.0 |
| F11 | 435 | 61.5 | 63.5 |
| G11 | 440 | 72.0 | 74.0 |
| H11 | 435 | 79.0 | 81.0 |
| J11 | 430 | 81.0 | 84.0 |
| K11 | 435 | 86.5 | 89.5 |
| M11 | 440 | 91.5 | 94.5 |
| N11 | 445 | 99.0 | 102.0 |
| Q11 | 450 | 106.0 | 109.0 |
| U11 | 455 | 116.0 | 119.0 |
| V11 | 460 | 129.5 | 132.5 |
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