Tuesday, October 20, 2009

Options Volatility Update

And from Skokie Energy:
mike korn (10/20/2009 11:17:25 AM): wti jun straddle good barometer of implied crude option vol....jun 82.00 strad 20.35 bid, started morning with 20.50 bid
mike korn (10/20/2009 11:20:42 AM): natgas option premiums softer too.  jan 615 strad started 1.04b and now jan 620 1.04b

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