image Crude Oil – Options Report – August 20, 2010

FMX | Connect (Reported 8/20/10)

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 74 495 515
X0 74.5 760 780
Z0 75 995 1015
F1 76 1170 1190
G1 76.5 1330 1350
H1 77 1485 1505
J1 77.5 1605 1630
K1 78 1710 1735
M1 78 1830 1850
Z1 80 2285 2305
Z2 81.5 2780 2820
Z3 82.5 3090 3130
Z4 83 3350 3430
       
HO      
  Future Bid Offer
U10 197 525 575
V10 199 1525 1725
X10 201 2175 2375
Z10 204 2700 2900
F11 207 3200 3400
       
RBOB      
  Future Bid Offer
U10 192 550 750
V10 186 1575 1775
X10 186 2125 2325
Z10 187 2625 2825
F11 189 3025 3225

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Volumes & Open Interest

End Of Day Straddles

Trade Blotter

Settlements

 

 

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