Natural Gas – Options Report – August 27, 2010

FMX | Connect – www.fmxconnect.com - (Reported 8/27/2010)

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	370	43	45
X10	400	60	62
Z10	435	69	71
F11	450	82	84
G11	450	89	92
H11	445	94	97
J11	435	89	92
K11	440	94	97
M11	445	99	102
N11	450	105	108
Q11	455	112	115
U11	460	121	124
V11	470	133.5	136.5

 

 

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