imageNatural Gas – Options Report – August 25, 2010

FMX | Connect – www.fmxconnect.com - (Reported 8/25/2010)

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:

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Volatility Smile:

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***From NYMEX Settlements

 

NG Straddle Runs

NG      
  Future Bid Offer
U10 385 10 12
V10 390 48 49
X10 410 63 64
Z10 440 72 73
F11 455 83 85
G11 455 92 94
H11 450 98 99
J11 440 92 93
K11 440 95 98
M11 450 100 103
N11 455 106 109
Q11 460 113 116

 


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