Natural Gas – Options Report – September 2, 2010

FMX | Connect – www.fmxconnect.com - (Reported 9/02/2010)

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	375	41	43
X10	405	60	60
Z10	435	69	71
F11	455	82	84
G11	455	91	93
H11	445	96	98
J11	440	91	94
K11	440	95	98
M11	445	100	103
N11	455	107	110
Q11	460	113	116
U11	460	123	126
V11	470	135	138

 

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