imageGold – Options Report – August 11, 2010

FMX | Connect (Reported 8/11/2010)

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:

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Volatility Smile:

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***From NYMEX Settlement

 

End of Day Straddles

GC      
  Future Bid Offer
U10 1200 28 32
V10 1200 54 58
Z10 1201 94 98
G11 1203 130 134
J11 1204 161 165
M11 1205 189 193
Q11 1207 215 219
Z11 1210 263 267
M12 1217 323 327
Z12 1227 377 381
M13 1239 422 426
Z13 1254 467 471
M14 1271 509 513
Z14 1291 551 555
M15 1313 592 596

 


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