Natural Gas – Options Report – October 19, 2010
FMX | Connect – www.fmxconnect.com - (Reported 10/19/2010)
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 | 350 | 18.0 | 20.0 |
| Z10 | 390 | 38.0 | 40.0 |
| F11 | 415 | 53.0 | 55.0 |
| G11 | 415 | 63.0 | 65.0 |
| H11 | 415 | 70.0 | 72.0 |
| J11 | 410 | 71.5 | 73.5 |
| K11 | 415 | 77.0 | 79.0 |
| M11 | 420 | 82.0 | 84.0 |
| N11 | 425 | 89.0 | 91.0 |
| Q11 | 430 | 97.0 | 99.0 |
| U11 | 430 | 107.0 | 109.0 |
| V11 | 440 | 120.0 | 122.0 |
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