Natural Gas – Options Report – August 31, 2010
FMX | Connect – www.fmxconnect.com - (Reported 8/31/2010)
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 | 380 | 44 | 45 |
| X10 | 415 | 63 | 64 |
| Z10 | 450 | 72 | 74 |
| F11 | 465 | 85 | 87 |
| G11 | 465 | 94 | 96 |
| H11 | 460 | 100 | 102 |
| J11 | 450 | 93 | 96 |
| K11 | 455 | 98 | 101 |
| M11 | 460 | 103 | 106 |
| N11 | 465 | 109 | 112 |
| Q11 | 470 | 116 | 119 |
| U11 | 470 | 125 | 129 |
| V11 | 480 | 138 | 141 |
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