Henry Hub Natural Gas Sets Single-Day Options Record Amid U.S. Cold Front

On Nov. 22, CME Group reported that Henry Hub Natural Gas options reached a record 561,379 contracts on Nov. 21, surpassing the previous high of 506,500 contracts set in Nov. 2018.

As the U.S. enters the winter season with falling production, the volatility in natural gas prices has prompted increased market activity.

“The U.S. is entering the winter season while production is falling, creating price volatility and risk that needs to be managed in natural gas markets,” said Peter Keavey, Global Head of Energy and Environmental Products at CME Group. “Market participants continue to flock to the most liquid and efficient on-screen options market to manage their Henry Hub exposure. Within total options volume, a record 395,952 contracts traded electronically on Thursday. Of that, more than half of the volume was transacted on CME Direct, an all-time record, reflecting growing demand for our market-leading front-end solution.”

In addition to the options record, November 21 also marked the highest volume day in 2024 for Natural Gas futures and options, with a combined total of 1,721,017 contracts traded. Henry Hub futures volume hit 1,007,308 contracts, a high for the year.

Henry Hub Natural Gas futures and options are listed by and subject to the rules of NYMEX.

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