Energy End of Day Straddle Runs – June 14, 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 – June 14, 2010
| | Strike | Bid | Offer |
| Crude | | | |
| N0 | 75.00 | 238 | 251 |
| Q0 | 76.00 | 623 | 636 |
| U0 | 77.00 | 923 | 936 |
| V0 | 78.00 | 1133 | 1146 |
| X0 | 78.50 | 1313 | 1331 |
| Z0 | 79.00 | 1473 | 1496 |
| F1 | 79.50 | 1603 | 1626 |
| G1 | 80.00 | 1713 | 1736 |
| H1 | 80.50 | 1833 | 1856 |
| M1 | 81.50 | 2093 | 2126 |
| Z1 | 83.00 | 2473 | 2496 |
| Z2 | 85.00 | 2923 | 2976 |
| Z3 | 87.00 | 3193 | 3246 |
| | | | |
| Heating Oil | | | |
| N0 | 201.00 | 1000 | 1050 |
| Q0 | 203.00 | 1900 | 1950 |
| U0 | 206.00 | 2600 | 2650 |
| V0 | 208.00 | 3100 | 3150 |
| X0 | 211.00 | 3575 | 3625 |
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| Unleaded Gasoline | | | |
| N0 | 206.00 | 950 | 1000 |
| Q0 | 206.00 | 1925 | 1975 |
| U0 | 205.00 | 2550 | 2600 |
| V0 | 195.00 | 3025 | 3075 |
| X0 | 195.00 | 3400 | 3450 |
|
Natural Gas | | | |
| N0 | 500 | 37 | 38 |
| Q0 | 505 | 70 | 71 |
| U0 | 510 | 98 | 99 |
| V0 | 515 | 123 | 124 |
| X0 | 540 | 125 | 126 |
| Z0 | 565 | 127 | 128 |
| F1 | 580 | 137 | 138 |
| G1 | 575 | 146 | 147 |
| H1 | 560 | 152 | 153 |
| J11 | 525 | 131 | 132 |
| K1 | 530 | 136 | 137 |
| M1 | 535 | 140 | 141 |
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