ARGUS North American Natural Gas Implied Volatilities
The Argus North American Natural Gas Implied Volatilities service is a powerful, independent market valuation tool. The data provided by this service are derived from current forward market option prices in contrast to historical volatilities and are used to support investment and trading decisions in natural gas markets across North America.
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.
We cover daily assessments of natural gas volatility curves at more than 35 locations, including all the major natural gas hubs and relevant trading locations in North America, including:
- Gulf coast/south Texas
- Daily assessments of volatilities for Nymex Henry Hub and more than 38 additional natural gas trading locations
- Volatility time period extends a minimum of two years forward
- Natural Gas Henry Hub Nymex are marked with a volatility smile and straddle option assessments
- Independent and transparent market-appropriate methodology
- Your choice of delivery options: Data feed, our third-party partners or email
How clients use our data
We provide a proven, reliable tool for analytical and risk-management processes, including:
- Valuing option premiums
- Independent evaluations
- Mark-to-market (MTM) validation
- Value-at-risk (VaR)
- Potential future exposure (PFE)
- Risk disaggregation
- In-house forward positions validation
Customers that benefit
The Argus North American Natural Gas Implied Volatilities service is essential for anyone with exposure to North American gas markets. Below are examples of how some clients use this service:
- Risk managers use our forward curves data for unbiased, third-party curve validation against counterparties and internal valuations.
- Traders rely on implied volatilities for valuing financial and physical options.
- Natural gas producers use our implied volatilities for making trading and hedging decisions.