iStock_000005369336XSmall Gold – Options Report – June 2, 2010

FMX | Connect (Reported 6/2/2010)

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.

  






Daily Recap:


It was a sleepy day in options with nothing exciting to speak of. The apathy generated softer levels across the board in gold options. Dealing banks sold straddles and market makers squared up positions with each other. The lack of fresh business made for a dull day. Volatility did not firm up during the selloff. August straddles traded $2 dollars lower, while April 11 straddles traded $3 dollars lower. The rest of the board was marked down in sympathy.





Technical Recap:

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ATM Volatility Curve:

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Volatility Smile:

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***From NYMEX Settlement

 

Significant Activity:

1. Z10 1400 C.

2. Q10 1225 P.

3. N10 1400 P.



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Volumes & Open Interest

End Of Day Straddles

Trade Blotter

Settlements

 

 

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