Natural Gas – Options Report – August 13, 2010

FMX | Connect – www.fmxconnect.com - (Reported 8/13/2010)

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	25	27
V10	430	55	57
X10	455	70	72
Z10	485	79	82
F11	495	93	96
G11	495	99	102
H11	485	104	107
J11	475	97	100
K11	475	102	106
M11	480	105	107
N11	485	112	116
Q11	490	118	122

 

 

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End Of Day Straddles

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Settlements

 

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