Natural Gas – Options Report – November 22, 2010
FMX | Connect – www.fmxconnect.com - (Reported 11/22/2010)
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 | 425 | 11.0 | 13.0 |
| F11 | 445 | 52.0 | 54.0 |
| G11 | 445 | 68.0 | 70.0 |
| H11 | 440 | 76.0 | 78.0 |
| J11 | 435 | 78.0 | 80.0 |
| K11 | 435 | 82.0 | 84.0 |
| M11 | 440 | 87.0 | 89.0 |
| N11 | 440 | 94.0 | 96.0 |
| Q11 | 445 | 101.0 | 103.0 |
| U11 | 455 | 112.0 | 114.0 |
| V11 | 460 | 124.5 | 126.5 |
| X11 | 480 | 123.0 | 125.0 |
| Z11 | 510 | 123.0 | 125.0 |
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