Natural Gas – Options Report – November 16, 2010
FMX | Connect – www.fmxconnect.com - (Reported 11/16/2010)
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 | 380 | 19.5 | 21.5 |
| F11 | 400 | 44.0 | 46.0 |
| G11 | 400 | 57.0 | 59.0 |
| H11 | 400 | 65.0 | 67.0 |
| J11 | 395 | 66.5 | 68.5 |
| K11 | 400 | 70.5 | 72.5 |
| M11 | 405 | 76.0 | 78.0 |
| N11 | 415 | 83.0 | 85.0 |
| Q11 | 415 | 90.0 | 92.0 |
| U11 | 420 | 100.0 | 102.0 |
| V11 | 425 | 112.0 | 114.0 |
| X11 | 450 | 111.0 | 113.0 |
| Z11 | 480 | 111.0 | 113.0 |
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