imageCrude Oil – Options Report – November 29, 2011

FMX | Connect (Reported 11/29/2011)

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
F12 100 605 630
G12 100 1125 1155
H12 100 1490 1520
J12 100 1735 1765
K12 100 1970 2010
N12 99.5 2160 2200
M12 99 2280 2320
Z12 97 2670 2720
Z13 92.5 2970 3000
Z14 89.5 3130 3230
Z15 89.5 3320 3420
       
HO      
  Future Bid Offer
F12 304 1850 2050
G12 304 2875 3075
H12 303 3700 4000
J12 300 4400 4700
K12 397 4900 5200
       
RBOB      
  Future Bid Offer
F12 253 1925 2125
G12 255 2950 3150
H12 257 2750 4050
J12 271 4500 4800
K12 271 5000 5300

 

 

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.