Natural Gas flare

Natural Gas – Options Report – Aug 11, 2011

FMX | Connectwww.fmxconnect.com - (Reported 8/11/2011)

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.  

 

 

ATM Volatility Curve:

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Volatility Smile:

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***From NYMEX Settlements

 NG Straddle Runs 

NG      
  Future Bid Offer
U11 410 20.0 21.5
V11 415 41.0 42.5
X11 430 52.0 53.5
Z11 450 60.5 62.0
F12 460 69.5 71.5
G12 460 75.5 77.5
H12 455 80.5 82.5
J12 450 78.0 80.0
K12 450 80.5 82.5
M12 455 84.5 86.5
N12 460 89.0 91.0
Q12 460 93.5 95.5

 

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