Energy End of Day Straddle Runs – March 26, 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 26, 2010
| | Strike | Bid | Offer |
| Crude | | | |
| K0 | 80.00 | 398 | 406 |
| M0 | 80.50 | 693 | 706 |
| N0 | 81.00 | 918 | 931 |
| Q0 | 81.50 | 1083 | 1106 |
| U0 | 81.50 | 1248 | 1261 |
| V0 | 82.00 | 1383 | 1396 |
| X0 | 82.00 | 1508 | 1526 |
| Z0 | 82.00 | 1623 | 1636 |
| F1 | 82.50 | 1713 | 1731 |
| M1 | 83.00 | 2063 | 2086 |
| Z1 | 84.00 | 2343 | 2376 |
| Z2 | 84.50 | 2693 | 2436 |
| Z3 | 85.00 | 2963 | 3006 |
| | | | |
| Heating Oil | | | |
| K0 | 208.00 | 1325 | 1375 |
| M0 | 209.00 | 1950 | 2000 |
| N0 | 211.00 | 2500 | 2550 |
| Q0 | 213.00 | 2950 | 3000 |
| | | | |
| Unleaded Gasoline | | | |
| K0 | 220.00 | 1475 | 1600 |
| M0 | 220.00 | 2150 | 2200 |
| N0 | 219.00 | 2725 | 2775 |
| Q0 | 219.00 | 3175 | 3225 |
| | | | |
|
Natural Gas | | | |
| K0 | 395 | 38 | 39 |
| M0 | 400 | 52 | 53 |
| N0 | 410 | 66 | 67 |
| Q0 | 420 | 81 | 83 |
| U0 | 420 | 97 | 98 |
| V0 | 430 | 116 | 117 |
| X0 | 470 | 118 | 120 |
| Z0 | 510 | 121 | 123 |
| F1 | 535 | 131 | 133 |
| G1 | 530 | 137 | 139 |
| H1 | 520 | 142 | 143 |
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