#METALS #INDUSTRIAL

#Us. Midwest Domestic Hot-rolled Coil Steel (CRU) Index Average Price Options Jan 14, 2022 HRO F[27] 2022 Vol= 0.1118 Strike= 1425 HRO G[24] 2022 Vol= 0.3788 Strike= 1250 HRO H[31] 2022 Vol= 0.3404 Strike= 1100 HRO J[28] 2022 Vol= 0.3962 Strike= 1100 HRO K[26] 2022 Vol= 0.4282 Strike= 1000

#METALS #INDUSTRIAL

#Aluminum Mw Us. Transaction Premium Platts (25mt) Average Price Options Jan 14, 2022 ALO G[1] 2022 Vol= 0.5315 Strike= 0.22 ALO H[1] 2022 Vol= 0.3880 Strike= 0.22 ALO J[1] 2022 Vol= 0.3854 Strike= 0.22

#naturalgas #ONGT

Implied Vol Plot

#Natural Gas Options Jan 17, 2022 ON F[26] 2022 Vol= 0.8204 Strike= 4.25 ON G[23] 2022 Vol= 0.6334 Strike= 4.1 ON H[28] 2022 Vol= 0.4888 Strike= 4 ON J[26] 2022 Vol= 0.4207 Strike= 3.5

#RATES #TREASURIES #FINANCEECONOMY

Implied Vol Plot

#5 YR Treasury Note Options Jan 17, 2022 25 F[21] 2022 Vol= 0.0351 Strike= 119.5 25 G[18] 2022 Vol= 0.0324 Strike= 119.5

#RATES #TREASURIES #FINANCEECONOMY

Implied Vol Plot

#30 YR US Treasury Bond Options Jan 17, 2022 17 F[21] 2022 Vol= 0.1017 Strike= 155.5 17 G[18] 2022 Vol= 0.0938 Strike= 155 17 H[25] 2022 Vol= 0.0917 Strike= 155 17 K[20] 2022 Vol= 0.0905 Strike= 160

#RATES #TREASURIES #FINANCEECONOMY

Implied Vol Plot

#10 YR US Treasury Note Options Jan 17, 2022 21 F[21] 2022 Vol= 0.0508 Strike= 128.25 21 G[18] 2022 Vol= 0.0483 Strike= 128 21 H[25] 2022 Vol= 0.0487 Strike= 128 21 J[22] 2022 Vol= 0.0472 Strike= 130 21 K[20] 2022 Vol= 0.0490 Strike= 128