imageCrude Oil – Options Report – August 23, 2010

FMX | Connect (Reported 8/23/10)

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 73 465 485
X0 73.5 730 750
Z0 74.5 960 980
F1 75 1140 1160
G1 75.5 1300 1320
H1 76.5 1460 1480
J1 77 1575 1595
K1 77 1690 1720
M1 77.5 1800 1830
Z1 79.5 2255 2285
Z2 81.5 2750 2790
Z3 82.5 3070 3130
Z4 83.5 3340 3420
       
HO      
  Future Bid Offer
U10 196 525 575
V10 198 1525 1725
X10 200 2175 2375
Z10 203 2700 2900
F11 206 3200 3400
       
RBOB      
  Future Bid Offer
U10 188 550 750
V10 184 1575 1775
X10 184 2125 2325
Z10 185 2625 2825
F11 187 3025 3225

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Volumes & Open Interest

End Of Day Straddles

Trade Blotter

Settlements

 

 

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