imageNatural Gas – Options Report – August 4, 2010

FMX | Connect – www.fmxconnect.com - (Reported 8/04/2010)

The following is a report of Natural Gas Option’s activity in the Over-The- Counter and Exchange traded venues. Information is compiled and summarized below. For full energy options reports, click here 

 

 



 

ATM Volatility Curve:

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Volatility Smile:

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***From NYMEX Settlements

 

NG Straddle Runs

NG      
  Future Bid Offer
U10 475.0 41 43.0
V10 475.0 73 75.0
X10 490.0 83 85.0
Z10 515.0 93 95.5
F11 530.0 105 108.0
G11 525.0 113 116.0
H11 516.0 118 121.0
J11 500.0 109 111.5
K11 500.0 113 115.5
M11 505.0 118 120.5
N11 510.0 124 126.5
Q11 515.0 131 134.0

 


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