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Gold – Options Report – July 30, 2010

July 30 2010, 16:25

Gold – Options Report – July 30, 2010

FMX | Connect (Reported 7/30/2010)

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	1182.4	38	42
V10	1182.4	64	68
Z10	1183.9	103	107
G11	1185.4	137	141
J11	1186.8	167	171
M11	1188.1	194	198
Q11	1189.6	221	225
Z11	1193.2	265	269
M12	1200.5	322	326
Z12	1211.4	373	377
M13	1224.6	421	425
Z13	1240.7	466	470
M14	1260.2	507	511
Z14	1282.6	549	553
M15	1309.3	591	595

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Volumes & Open Interest

End Of Day Straddles

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