Afternoon Gold Fix – September 10, 2010
FMX | Connect (Reported 9/10/2010)
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.
Day in Review
October Gold settled at $1245 per 100 troy ounces, a net loss of $4.40 for the day.
ATM Volatility Curve:
Volatility Smile:
***From NYMEX Settlement
End of Day Straddles
| GC | | | |
| | Future | Bid | Offer |
| V10 | 1245 | 25 | 29 |
| X10 | 1245 | 52 | 56 |
| Z10 | 1245 | 74 | 78 |
| G11 | 1250 | 117 | 121 |
| J11 | 1250 | 152 | 156 |
| M11 | 1250 | 183 | 187 |
| Q11 | 1255 | 216 | 220 |
| Z11 | 1255 | 268 | 272 |
| M12 | 1265 | 328 | 332 |
| Z12 | 1275 | 384 | 388 |
| M13 | 1285 | 431 | 437 |
| Z13 | 1305 | 475 | 481 |
| M14 | 1320 | 517 | 523 |
| Z14 | 1345 | 558 | 564 |
| M15 | 1365 | 600 | 606 |
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End Of Day Straddles
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