Energy End of Day Straddle Runs – March 17, 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 17, 2010
| | Strike | Bid | Offer |
| Crude | | | |
| K0 | 83.00 | 553 | 561 |
| M0 | 83.00 | 843 | 851 |
| N0 | 83.50 | 1058 | 1066 |
| Q0 | 84.00 | 1208 | 1221 |
| U0 | 84.00 | 1363 | 1376 |
| V0 | 84.50 | 1493 | 1506 |
| X0 | 84.50 | 1623 | 1636 |
| Z0 | 85.00 | 1733 | 1741 |
| M1 | 85.00 | 2123 | 2146 |
| Z1 | 86.00 | 2383 | 2411 |
| Z2 | 86.50 | 2723 | 2756 |
| Z3 | 87.00 | 2993 | 3036 |
| | | | |
| Heating Oil | | | |
| J0 | 213.00 | 800 | 850 |
| K0 | 215.00 | 1650 | 1750 |
| M0 | 216.00 | 2250 | 2300 |
| N0 | 217.00 | 2750 | 2800 |
| Q0 | 219.00 | 3175 | 3225 |
| | | | |
| Unleaded Gasoline | | | |
| J0 | 230.00 | 850 | 900 |
| K0 | 230.00 | 1800 | 1850 |
| M0 | 231.00 | 2425 | 2475 |
| N0 | 228.00 | 2975 | 3025 |
| Q0 | 228.00 | 3400 | 3550 |
| | | | |
|
Natural Gas | | | |
| J0 | 430 | 19 | 21 |
| K0 | 435 | 44 | 46 |
| M0 | 445 | 58 | 59 |
| N0 | 455 | 73 | 74 |
| Q0 | 460 | 89 | 90 |
| U0 | 465 | 106 | 108 |
| V0 | 475 | 126 | 128 |
| X0 | 510 | 131 | 132 |
| Z0 | 545 | 134 | 136 |
| F1 | 565 | 142 | 144 |
| G1 | 565 | 148 | 150 |
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