Natural Gas – Options Report – August 26, 2010

FMX | Connect – www.fmxconnect.com - (Reported 8/26/2010)

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
V10	385	45	47
X10	410	61	63
Z10	440	71	73
F11	455	84	86
G11	455	91	93
H11	450	96	99
J11	440	90	92
K11	445	95	98
M11	450	100	103
N11	455	106	109
Q11	460	113	116
U11	465	123	126
V11	475	135	138

 

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