image Crude Oil – Options Report – October 14, 2011

FMX | Connect (Reported 10/14/2011)

The following is a report of Crude Oil Option’s activity in the Over-The-Counter and Exchange traded venues.

Information is compiled and summarized below.  

 




Crude Oil ATM Volatility Curve:

image

 

Volatility Smile:

image

***From NYMEX Settlements

 

Heating Oil ATM Volatility Curve:

image

 

 

End of Day Straddles

CL      
  Future Bid Offer
X11 87 135 160
Z11 87 860 880
F12 87 1225 1245
G12 87.5 1490 1520
H12 87.5 1730 1760
J12 87.5 1915 1945
M12 87.5 2240 2280
Z12 88.5 2655 2705
Z13 89 2930 2990
Z14 89.5 3150 3230
Z15 90 3340 3440
       
HO      
  Future Bid Offer
X11 306 1200 1500
Z11 305 2300 2600
F12 304 3100 3400
G12 301 3950 4250
H12 298 4550 5000
       
       
RBOB      
  Future Bid Offer
X11 282 1200 1500
Z11 277 2300 2600
F12 273 3100 3450
G12 272 3900 4200
H12 272 4500 4900

 

 

Premium Subscriber 

(click here to register):

Volumes & Open Interest

End Of Day Straddles

Trade Blotter

Settlements

 

 

-----

About FMX: FMX Connect is an information, data, and analytics portal for Commodities. The portal provides an all-in-one package including essential market data, independent third party research, industry news, and commodity trading tools. FMX Connect provides efficient, effective, and thorough data that bridges all aspects of commodities onto one screen. The Result; A user friendly application for hedge fund traders, OTC brokers, individual investors, and industry participants.
-----
Note: The information presented, while from sources generally believed to be reliable, is not guaranteed and may not be complete. FMX | Connect makes no representations or warranties regarding the correctness of any opinions or information. Past results are not necessarily indicative of future results. Nothing in this report should be construed as a representation to buy or sell shares, futures or options, which contain considerable risks. For internal client distribution only. Any reproduction, re-transmission, or distribution of this report without permission is prohibited. Media correspondents or reporters may not quote any one page or section in its entirety and must attribute all quotes, ideas or concepts herein. Copyright FMX | Connect, ©2009-2010. All rights reserved.