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.

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

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

    Risk managers use our forward curves data for unbiased, third-party curve validation against counterparties and internal valuations.


  • Traders

    Traders rely on implied volatilities for valuing financial and physical options.
  • Natural gas

    Natural gas producers use our implied volatilities for making trading and hedging decisions.

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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