Gold – Options Report – April 1, 2010

FMX | Connect (Reported 4/1/2010)

The following is a report of Gold Option’s activity in the Over-The- Counter and Exchange traded venues. Information is compiled and summarized below. For full energy options reports, click here.

 

  






Technical Recap:

 

ATM Volatility Curve:

Volatility Smile:

 

***From NYMEX Settlement

 

Recap:

Volatility started off bid, but softened later in the day. The Q10 1150 straddle was bought in volume, while the K10 1065 and 1080 puts were sold (approx.  5000 lots ).

 

Significant Activity:

1. Z10 1500 C

2. K10 1065 P

3. K10 1080 P 

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Volumes & Open Interest

End Of Day Straddles

Trade Blotter

Settlements

 

 

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