Natural Gas flare Natural Gas – Options Report – November 23, 2010

FMX | Connectwww.fmxconnect.com - (Reported 11/23/2010)

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:

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Volatility Smile:

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***From NYMEX Settlements

 

NG Straddle Runs

NG      
  Future Bid Offer
F11 440 51.0 53.0
G11 440 66.0 68.0
H11 435 74.0 76.0
J11 435 77.0 79.0
K11 435 81.5 83.5
M11 440 86.0 88.0
N11 445 93.0 95.0
Q11 450 101.0 103.0
U11 450 111.0 113.0
V11 460 124.0 126.0
X11 480 124.0 126.0
Z11 510 124.0 126.0

 


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