Natural Gas – Options Report – September 7, 2010

FMX | Connect – www.fmxconnect.com - (Reported 9/07/2010)

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	385	38	40
X10	410	57	59
Z10	440	67	69
F11	455	80	81
G11	455	88	90
H11	450	94	96
J11	440	89	91
K11	445	94	97
M11	450	98	101
N11	455	105	108
Q11	460	112	115
U11	465	121	124
V11	470	133	136

 

 

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End Of Day Straddles

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Settlements

 

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