Afternoon Gold Fix – September 17, 2010
FMX | Connect (Reported 9/17/2010)
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 $1275.10 per 100 troy ounces, a net gain of of $3.70 for the day.
ATM Volatility Curve:
Volatility Smile:
***From NYMEX Settlement
End of Day Straddles
| GC | | | |
| | Future | Bid | Offer |
| V10 | 1275 | 21 | 25 |
| X10 | 1280 | 51 | 55 |
| Z10 | 1280 | 75 | 79 |
| G11 | 1280 | 119 | 123 |
| J11 | 1280 | 156 | 160 |
| M11 | 1280 | 188 | 192 |
| Q11 | 1285 | 219 | 223 |
| Z11 | 1285 | 275 | 279 |
| M12 | 1295 | 345 | 349 |
| Z12 | 1305 | 403 | 407 |
| M13 | 1315 | 451 | 457 |
| Z13 | 1330 | 498 | 504 |
| M14 | 1350 | 540 | 546 |
| Z14 | 1370 | 583 | 589 |
| M15 | 1390 | 626 | 632 |
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End Of Day Straddles
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