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Natural Gas – Options Report – Aug 19, 2011

FMX | Connectwww.fmxconnect.com - (Reported 8/19/2011)

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 395 13.5 15.5
V11 395 35.5 37.0
X11 410 46.5 48.0
Z11 430 55.0 56.5
F12 440 63.5 65.5
G12 440 70.0 72.0
H12 440 75.0 77.0
J12 435 74.0 76.0
K12 435 76.5 78.5
M12 440 80.5 82.5
N12 445 85.0 87.0
Q12 445 89.5 91.5

 

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