Energy End of Day Straddle Runs – July 20, 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 – July 20, 2010
| | Strike | Bid | Offer |
| Crude | | | |
| U0 | 77.50 | 553 | 546 |
| V0 | 78.00 | 793 | 806 |
| X0 | 78.50 | 1003 | 1016 |
| Z0 | 79.00 | 1203 | 1201 |
| F1 | 79.00 | 1343 | 1356 |
| G1 | 79.50 | 1488 | 1501 |
| H1 | 80.00 | 1618 | 1636 |
| M1 | 81.00 | 1938 | 1941 |
| Z1 | 82.00 | 2343 | 2366 |
| Z2 | 83.00 | 2793 | 2826 |
| Z3 | 83.50 | 3073 | 3126 |
| | | | |
| | | | |
| | | | |
| Heating Oil | | | |
| Q0 | 203.00 | 625 | 725 |
| U0 | 205.00 | 1625 | 1675 |
| V0 | 208.00 | 2250 | 2300 |
| X0 | 210.00 | 2775 | 2825 |
| Z0 | 213.00 | 3250 | 3300 |
| | | | |
| | | | |
| Unleaded Gasoline | | | |
| Q0 | 208.00 | 675 | 725 |
| U0 | 208.00 | 1725 | 1775 |
| V0 | 197.00 | 2350 | 2400 |
| X0 | 196.00 | 2775 | 2825 |
| Z0 | 196.00 | 3175 | 3225 |
|
Natural Gas | | | |
| Q0 | 460 | 22 | 24 |
| U0 | 460 | 59 | 61 |
| V0 | 460 | 90 | 92 |
| X0 | 485 | 98 | 100 |
| Z0 | 510 | 104 | 105 |
| F1 | 530 | 117 | 118 |
| G1 | 525 | 125 | 126 |
| H1 | 515 | 130 | 132 |
| J11 | 500 | 117 | 119 |
| K1 | 500 | 121 | 122 |
| M1 | 505 | 125 | 127 |
| N1 | 510 | 132 | 133 |
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