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Gold – Options Report – July 29, 2010

July 29 2010, 16:28

Gold – Options Report – July 29, 2010

FMX | Connect (Reported 7/29/2010)

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.

ATM Volatility Curve:

Volatility Smile:

***From NYMEX Settlement

End of Day Straddles

GC
	Future	Bid	Offer
U10	1170	41	45
V10	1170	66	70
Z10	1171	105	109
G11	1173	139	143
J11	1174	168	172
M11	1175	195	199
Q11	1177	216	220
Z11	1181	264	268
M12	1188	319	323
Z12	1199	369	373
M13	1213	418	422
Z13	1230	462	466
M14	1250	503	507
Z14	1273	545	549
M15	1299	587	591

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Volumes & Open Interest

End Of Day Straddles

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Settlements

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