Natural Gas – Options Report – September 8, 2010

FMX | Connect – www.fmxconnect.com - (Reported 9/08/2010)

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	36	38
X10	405	54	56
Z10	435	64	66
F11	455	77	80
G11	455	86	89
H11	445	91	94
J11	440	89	92
K11	445	92	95
M11	450	97	100
N11	455	103	106
Q11	460	110	113
U11	465	120	123
V11	470	131	134

 

 

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End Of Day Straddles

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Settlements

 

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