imageCrude Oil – Options Report – August 30, 2010

FMX | Connect (Reported 8/30/10)

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:

 image

 

Volatility Smile:

image

***From NYMEX Settlements

 

Heating Oil ATM Volatility Curve:

image

 

Volatility Smile:

image

***From NYMEX Settlements

 

End of Day Straddles

CL      
  Future Bid Offer
V0 74.5 390 400
X0 76 655 675
Z0 77 900 920
F1 78 1090 1110
G1 79 1260 1280
H1 79.5 1420 1445
J1 80 1545 1570
K1 80.5 1660 1685
M1 81 1780 1805
Z1 83 2280 2295
Z2 85 2800 2840
Z3 86 3135 3155
Z4 87 3400 3480
       
HO      
  Future Bid Offer
U10 204 1225 1425
V10 206 1925 2125
X10 208 2500 2700
Z10 211 3000 3200
F11 213 3400 3600
       
RBOB      
  Future Bid Offer
V10 191 1250 1450
X10 191 1900 2100
Z10 192 2350 2550
F11 194 2850 3050
G11 196 3275 3475

 

Premium Subscriber  (click here to register):

Volumes & Open Interest

End Of Day Straddles

Trade Blotter

Settlements

 

 

-----

About FMX: FMX Connect is an information, data, and analytics portal for Commodities. The portal provides an all-in-one package including essential market data, independent third party research, industry news, and commodity trading tools. FMX Connect provides efficient, effective, and thorough data that bridges all aspects of commodities onto one screen. The Result; A user friendly application for hedge fund traders, OTC brokers, individual investors, and industry participants.
-----
Note: The information presented, while from sources generally believed to be reliable, is not guaranteed and may not be complete. FMX | Connect makes no representations or warranties regarding the correctness of any opinions or information. Past results are not necessarily indicative of future results. Nothing in this report should be construed as a representation to buy or sell shares, futures or options, which contain considerable risks. For internal client distribution only. Any reproduction, re-transmission, or distribution of this report without permission is prohibited. Media correspondents or reporters may not quote any one page or section in its entirety and must attribute all quotes, ideas or concepts herein. Copyright FMX | Connect, ©2009-2010. All rights reserved.