Natural Gas – Options Report – November 17, 2010
FMX | Connect – www.fmxconnect.com - (Reported 11/17/2010)
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 | 400 | 21.0 | 23.0 |
| F11 | 420 | 48.0 | 50.0 |
| G11 | 420 | 60.5 | 62.5 |
| H11 | 415 | 68.5 | 70.5 |
| J11 | 410 | 69.5 | 71.5 |
| K11 | 415 | 73.5 | 76.5 |
| M11 | 420 | 79.0 | 82.0 |
| N11 | 430 | 86.5 | 89.5 |
| Q11 | 430 | 93.5 | 96.5 |
| U11 | 435 | 104.0 | 107.0 |
| V11 | 440 | 116.0 | 119.0 |
| X11 | 460 | 115.0 | 118.0 |
| Z11 | 490 | 115.0 | 118.0 |
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