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Daily Unleaded Gas Option Analysis -
Mon, November 26, 2001
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|
Month DEC |
Futures Closing Price 52.17 |
Days Left 2 |
Implied ATM Volatility 50.79% |
Last Trading Date Tue, Nov. 27, 2001 |
 Historical v. Implied Volatility GraphsHistorical Volatility TablesImplied Standard Deviations
|
DEC Implied Volatility v. 1-Week Historical Volatility
December 12, 2000 - November 26, 2001
Days to Options Expiration v. Volatility (percent)
Solid line is Implied Volatility
DEC Futures
December 12, 2000 - November 26, 2001
Days to Options Expiration v. Futures Price
Historical Volatilities for HU
| 1-Week | 2-Week | 1-Month | 6-Week | 2-Month | 3-Month | 4-Month | 6-Month | |
|---|---|---|---|---|---|---|---|---|
|
DEC |
20.65% |
84.11% |
66.64% |
60.07% |
52.28% |
41.94% |
38.03% |
33.38% |
Implied Standard Deviations for HU
| 1-Day | 3-Day | 1-Week | 2-Week | 1-Month | 2-Month | 3-Month | ATM Vol. | |
|---|---|---|---|---|---|---|---|---|
|
DEC |
1.64 |
2.84 |
4.34 |
6.14 |
8.98 |
12.81 |
15.65 |
50.79% |
