Energy End of Day Straddle Runs – March 10, 2010
The following are end of day indicative bid/offer markets aggregated from OTC and Exchange market participants. This service is a guideline to help traders value their risk. While they are taken from sources believed to be accurate, these are not tradable markets. Please see disclaimer below.
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Featured Volatility Curve:
Energy - End of Day Straddles – March 10, 2010
| | Strike | Bid | Offer |
| Crude | | | |
| J0 | 82.00 | 283 | 296 |
| K0 | 82.50 | 623 | 636 |
| M0 | 83.00 | 873 | 886 |
| N0 | 83.00 | 1063 | 1073 |
| Q0 | 83.50 | 1203 | 1216 |
| U0 | 84.00 | 1363 | 1366 |
| V0 | 84.00 | 1478 | 1496 |
| X0 | 84.50 | 1583 | 1606 |
| Z0 | 84.50 | 1693 | 1706 |
| M1 | 86.00 | 2083 | 2116 |
| Z1 | 86.50 | 2353 | 2386 |
| Z2 | 87.00 | 2703 | 2746 |
| Z3 | 88.00 | 2953 | 3006 |
| | | | |
| Heating Oil | | | |
| J0 | 211.00 | 1050 | 1100 |
| K0 | 213.00 | 1850 | 1900 |
| M0 | 214.00 | 2350 | 2400 |
| N0 | 216.00 | 2800 | 2850 |
| Q0 | 217.00 | 3150 | 3250 |
| | | | |
| Unleaded Gasoline | | | |
| J0 | 227.00 | 1150 | 1200 |
| K0 | 228.00 | 2000 | 2050 |
| M0 | 227.00 | 2550 | 2600 |
| N0 | 226.00 | 3000 | 3050 |
| Q0 | 225.00 | 3350 | 3500 |
| | | | |
|
Natural Gas | | | |
| J0 | 455 | 27 | 28 |
| K0 | 460 | 47 | 48 |
| M0 | 470 | 61 | 62 |
| N0 | 480 | 75 | 77 |
| Q0 | 485 | 91 | 92 |
| U0 | 485 | 108 | 109 |
| V0 | 495 | 128 | 129 |
| X0 | 525 | 129 | 130 |
| Z0 | 560 | 131 | 132 |
| F1 | 585 | 140 | 142 |
| G1 | 580 | 146 | 147 |
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