Argus North American Natural Gas Implied Volatilities
Overview
When participating in the energy commodities markets, you need the most accurate forward prices from a source without distortion or bias. Our clients act with confidence because our forward curves are created from unbiased, industry-specific methodologies with undistorted, fair market values. You can trust Argus' forward curves to provide deep market insights and data to support precision in your risk management and bottom line.
Key features
Daily assessments
Daily assessments of volatilities for Nymex Henry Hub and more than 80 additional natural gas trading locations.
Two years forward
Volatility time period extends a minimum of two years forward.
Nymex Henry Hub markers
Natural Gas Henry Hub Nymex are marked with a volatility smile and straddle option assessments.
Robust methodology
Independent and transparent market-appropriate methodology.
Delivery options
Receive our forward curve data via data feed, third-party channel partners, our client portal or via email.
Customers that benefit
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Risk managers
Risk managers use our forward curves data for unbiased, third-party curve validation against counterparties and internal valuations.
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Traders
Traders rely on implied volatilities for valuing financial and physical options.
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Natural gas
Natural gas producers use our implied volatilities for making trading and hedging decisions.
Product specifications
We cover daily assessments of natural gas volatility curves at more than 80 locations, including all the major natural gas hubs and relevant trading locations in North America, including:
Argus forward curves
We offer a full suite of forward curves across key energy and commodity markets. Support your investment and trading decisions with our powerful, independent market valuation tool.
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