Natural Gas – Options Report – October 13, 2010
FMX | Connect – www.fmxconnect.com - (Reported 10/13/2010)
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 | 370 | 25.0 | 27.0 |
| Z10 | 405 | 42.0 | 44.0 |
| F11 | 430 | 58.0 | 60.0 |
| G11 | 430 | 68.0 | 70.0 |
| H11 | 425 | 74.0 | 76.0 |
| J11 | 425 | 76.5 | 78.5 |
| K11 | 425 | 81.5 | 84.5 |
| M11 | 430 | 87.0 | 90.0 |
| N11 | 440 | 95.0 | 98.0 |
| Q11 | 445 | 102.0 | 105.0 |
| U11 | 445 | 111.5 | 114.5 |
| V11 | 455 | 124.0 | 127.0 |
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