What we do

market-data

Market Data

Nat Gas Implied Volatilities

See a sample of the Natural Gas Implied Volatility Report

The natural gas implied volatilities provide an independent and thorough view into the North American natural gas market. Detailing Henry Hub and other basis locations, the implied volatility data gives customers insight into potential price movements. Volatilities are delivered daily before 4:00 pm EST providing customers an early start to their end of day processes.

GVol

Markets Covered

The volatility products covers daily assessments at Henry Hub and 25 select basis locations.

Also available: Intraday NYMEX Henry Hub Hourly volatilities in 5 cent increments across the smile with a 60 month tenor. Files are available once per hour and provide insight throughout the trading day.

Key Features

  • NYMEX straddles included
  • Historical volatilities
  • Bid Ask spreads on volatilities
  • 24-month forward tenor