Natural Gas – Options Report – August 12, 2010

FMX | Connect – www.fmxconnect.com - (Reported 8/12/2010)

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:

 

Volatility Smile:

***From NYMEX Settlements

 

NG Straddle Runs

NG
	Future	Bid	Offer
U10	430	27	29
V10	430	57	59
X10	455	71	73
Z10	485	81	84
F11	495	93	96
G11	495	102	105
H11	485	107	110
J11	475	99	102
K11	475	104	107
M11	480	109	112
N11	485	116	119
Q11	490	122	125

 

 

 

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End Of Day Straddles

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