Natural Gas – Options Report – September 3, 2010

FMX | Connect – www.fmxconnect.com - (Reported 9/03/2010)

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	390	42	44
X10	415	60	62
Z10	445	70	72
F11	465	84	86
G11	460	92	94
H11	455	98	100
J11	445	92	95
K11	450	97	100
M11	455	101	104
N11	460	108	111
Q11	465	115	118
U11	470	124	127
V11	480	137	140

 

 

 

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