Natural Gas – Options Report – October 7, 2010
FMX | Connect – www.fmxconnect.com - (Reported 10/07/2010)
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 | 360 | 27.5 | 29.5 |
| Z10 | 400 | 44.0 | 46.0 |
| F11 | 425 | 60.0 | 62.0 |
| G11 | 425 | 69.5 | 71.5 |
| H11 | 420 | 76.0 | 78.0 |
| J11 | 420 | 78.5 | 81.5 |
| K11 | 420 | 82.5 | 85.5 |
| M11 | 430 | 89.0 | 92.0 |
| N11 | 435 | 96.0 | 99.0 |
| Q11 | 440 | 103.0 | 106.0 |
| U11 | 445 | 113.0 | 116.0 |
| V11 | 455 | 125.5 | 128.5 |
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