imageCrude Oil – Options Report – August 19, 2010

FMX | Connect (Reported 8/19/10)

The following is a report of Crude Oil Option’s activity in the Over-The-Counter and Exchange traded venues. Information is compiled and summarized below.  










Crude Oil ATM Volatility Curve:

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Volatility Smile:

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***From NYMEX Settlements

 

Heating Oil ATM Volatility Curve:

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Volatility Smile:

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***From NYMEX Settlements

 

End of Day Straddles

CL      
  Future Bid Offer
V0 74.5 515 535
X0 75.5 780 800
Z0 76 1015 1035
F1 76.5 1190 1210
G1 77.5 1355 1385
H1 78 1500 1535
J1 78 1625 1655
K1 78.5 1730 1765
M1 79 1845 1870
Z1 80.5 2310 2345
Z2 82.5 2800 2850
Z3 83 3100 3155
Z4 84 3370 3430
       
HO      
  Future Bid Offer
U10 200 600 800
V10 202 1550 1750
X10 205 2225 2425
Z10 207 2750 2950
F11 210 3275 3500
       
RBOB      
  Future Bid Offer
U10 193 600 800
V10 187 1625 1825
X10 188 2175 2375
Z10 189 2650 2900
F11 192 3050 3350

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Volumes & Open Interest

End Of Day Straddles

Trade Blotter

Settlements

 

 

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