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Crude Oil
6.73
9.94
12.43
14.38
16.10
17.57
18.91
20.19
21.08
22.04
22.96
23.68
24.34
24.97
25.39
25.88
26.30
26.64
H12
J12
K12
M12
N12
Q12
U12
V12
X12
Z12
F13
G13
H13
J13
K13
M13
N13
Q13
28.8%
29.3%
29.9%
30.1%
30.0%
29.9%
29.7%
29.7%
29.4%
29.2%
28.9%
28.7%
28.5%
28.2%
27.8%
27.5%
27.3%
27.0%
Months
J12
K12
M12
N12
Q12
U12
V12
X12
Z12
F13
G13
H13
J13
K13
M13
N13
Q13
U13
Crude CSO's
0.06
0.30
0.42
0.50
0.53
0.58
0.57
0.68
0.72
0.73
0.71
0.74
0.76
0.78
0.80
0.82
0.84
0.86
Month
H12
J12
K12
M12
N12
Q12
U12
V12
X12
Z12
F13
G13
H13
J13
K13
M13
N13
Q13
0.1816
0.3412
0.4130
0.4907
0.5729
0.6456
0.7196
0.8001
0.8413
0.8667
0.8903
0.9208
0.9252
0.9312
0.9328
0.9559
0.9849
1.0154
Natural Gas
56.8%
48.3%
43.0%
41.4%
41.2%
41.3%
41.9%
42.8%
39.7%
35.2%
33.2%
32.6%
31.6%
31.0%
29.6%
29.0%
28.7%
28.6%
May '12
Jun '12
Dec '13
Strike
101.5 C
80 P
90 P
95 P
102 P
110 C
115 C
120 C
125 C
85 P
95 P
100 P
125 C
80 P
85 P
90 P
110 C
115 C
125 C
60 P
Settle
0.30
0.09
0.44
1.04
3.28
1.02
0.60
0.42
0.32
0.66
2.18
3.79
0.74
0.70
1.18
1.93
3.49
2.31
1.18
2.16
change
-0.01
-0.01
-0.08
-0.21
-0.53
0.16
0.09
0.05
0.04
-0.03
-0.19
-0.33
0.12
-0.02
-0.06
-0.12
0.41
0.29
0.14
-0.01
Parity Value
0.35
0.09
0.43
1.04
3.26
1.01
0.58
0.40
0.30
0.65
2.16
3.77
0.73
0.68
1.15
1.90
3.47
2.30
1.18
2.12
change
0.01
-0.01
-0.07
-0.17
-0.48
0.13
0.05
0.03
0.01
-0.02
-0.16
-0.28
0.08
-0.03
-0.07
-0.11
0.35
0.25
0.14
-0.04
Parity Vol
11.9%
42.6%
34.5%
31.5%
28.8%
30.6%
34.6%
39.0%
43.5%
35.5%
31.3%
29.8%
36.0%
37.2%
35.2%
33.4%
29.6%
30.2%
33.2%
33.8%
change
-13.1
1.4
1.1
0.7
0.4
-0.2
-0.3
-0.5
-0.7
1.1
0.8
0.7
0.2
0.7
0.5
0.6
0.4
0.4
0.3
-0.2
Parity Delta
94.1
-1.1
-7.4
-17.9
-49.7
12.9
5.2
2.9
1.8
-7.5
-25.0
-40.6
4.0
-6.5
-11.0
-18.1
29.1
17.4
6.7
-9.1
Volume
1611
2726
6703
2956
2614
1446
2042
3472
2339
2352
1663
1464
2650
2169
2308
2888
2249
2388
3884
1875
Dec '12
Dec '13
Strike
120 C
80 P
85 P
90 P
95 P
100 P
140 C
60 P
70 P
80 P
85 P
90 P
100 P
110 C
120 C
130 C
Settle
0.42
0.70
1.18
1.93
3.08
4.80
0.55
0.72
1.62
3.13
4.17
5.43
8.77
7.76
4.54
2.67
change
0.05
-0.02
-0.06
-0.12
-0.20
-0.29
0.06
-0.02
-0.04
-0.06
-0.09
-0.10
-0.17
0.24
0.14
0.09
Parity Value
0.40
0.68
1.15
1.90
3.07
4.78
0.55
0.71
1.62
3.12
4.15
5.40
8.72
7.78
4.57
2.77
change
0.03
-0.03
-0.07
-0.11
-0.16
-0.26
0.05
0.07
0.13
0.13
0.10
0.05
-0.12
0.14
0.13
0.13
Parity Vol
39.0%
37.2%
35.2%
33.4%
31.8%
30.5%
38.3%
41.0%
38.7%
36.0%
34.6%
33.2%
30.4%
28.4%
27.8%
28.2%
change
-0.5
0.7
0.5
0.6
0.6
0.5
0.1
1.2
1.2
1.0
0.8
0.5
0.1
0.0
0.1
0.2
Parity Delta
2.9
-6.5
-11.0
-18.1
-28.0
-40.7
2.5
-4.3
-8.7
-15.0
-19.1
-24.1
-37.6
42.7
25.0
13.3
Strike OI
24885
35964
41487
36394
31042
30541
28913
25285
27142
57374
26887
38484
65551
25455
38154
36603
140 C
1.78
0.10
1.81
0.12
29.3%
0.4
7.2
24698
150 C
1.27
0.10
1.28
0.10
30.7%
0.4
4.3
50993
100 P
13.60
-0.04
13.54
-0.12
26.2%
-0.2
-42.7
25487