Afternoon Gold Fix – September 16, 2010
FMX | Connect (Reported 9/16/2010)
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 $1272.20 per 100 troy ounces, a net gain of of $5.10 for the day.
ATM Volatility Curve:
Volatility Smile:
***From NYMEX Settlement
End of Day Straddles
| GC | | | |
| | Future | Bid | Offer |
| V10 | 1270 | 24 | 28 |
| X10 | 1275 | 52 | 56 |
| Z10 | 1275 | 74 | 78 |
| G11 | 1275 | 118 | 122 |
| J11 | 1275 | 156 | 160 |
| M11 | 1280 | 189 | 193 |
| Q11 | 1280 | 219 | 223 |
| Z11 | 1285 | 273 | 277 |
| M12 | 1290 | 337 | 341 |
| Z12 | 1300 | 393 | 397 |
| M13 | 1310 | 441 | 447 |
| Z13 | 1325 | 486 | 492 |
| M14 | 1345 | 528 | 534 |
| Z14 | 1365 | 570 | 576 |
| M15 | 1390 | 612 | 618 |
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End Of Day Straddles
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