Natural Gas – Options Report – November 2, 2010
FMX | Connect – www.fmxconnect.com - (Reported 11/02/2010)
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 |
| Z10 | 385 | 35.0 | 37.0 |
| F11 | 410 | 52.5 | 54.5 |
| G11 | 415 | 64.5 | 66.5 |
| H11 | 410 | 72.5 | 74.5 |
| J11 | 410 | 73.0 | 75.0 |
| K11 | 410 | 78.0 | 80.0 |
| M11 | 415 | 83.0 | 86.0 |
| N11 | 425 | 90.5 | 93.5 |
| Q11 | 430 | 98.0 | 101.0 |
| U11 | 430 | 108.0 | 111.0 |
| V11 | 440 | 121.0 | 124.0 |
| X11 | 460 | 121.0 | 124.0 |
| Z11 | 495 | 122.0 | 125.0 |
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