Natural Gas – Options Report – August 23, 2010

FMX | Connect – www.fmxconnect.com - (Reported 8/23/2010)

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	405	14	15
V10	410	50	51
X10	430	63	65
Z10	455	71	73
F11	470	84	87
G11	465	92	95
H11	460	98	101
J11	450	91	94
K11	455	97	100
M11	460	101	104
N11	465	108	111
Q11	470	115	118

 

 

 

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End Of Day Straddles

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