imageNatural Gas – Options Report – August 19, 2010

FMX | Connect – www.fmxconnect.com - (Reported 8/19/2010)

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:

image

 

Volatility Smile:

image

***From NYMEX Settlements

 

NG Straddle Runs

NG      
  Future Bid Offer
U10 415 18 20
V10 420 51 53
X10 440 65 67
Z10 465 73 75
F11 480 86 89
G11 480 95 98
H11 470 99 102
J11 460 93 96
K11 465 98 101
M11 470 103 106
N11 475 109 112
Q11 480 117 120




Premium Subscribers

(click here to register):

Volumes & Open Interest

End Of Day Straddles

Trade Blotter

Settlements

 

-----

About FMX: FMX Connect is an information, data, and analytics portal for Commodities. The portal provides an all-in-one package including essential market data, independent third party research, industry news, and commodity trading tools. FMX Connect provides efficient, effective, and thorough data that bridges all aspects of commodities onto one screen. The Result; A user friendly application for hedge fund traders, OTC brokers, individual investors, and industry participants
-----
Note: The information presented, while from sources generally believed to be reliable, is not guaranteed and may not be complete. FMX | Connect makes no representations or warranties regarding the correctness of any opinions or information. Past results are not necessarily indicative of future results. Nothing in this report should be construed as a representation to buy or sell shares, futures or options, which contain considerable risks. For internal client distribution only. Any reproduction, re-transmission, or distribution of this report without permission is prohibited. Media correspondents or reporters may not quote any one page or section in its entirety and must attribute all quotes, ideas or concepts herein. Copyright FMX | Connect, ©2009-2010. All rights reserved.