Afternoon Gold Fix – September 30, 2010
FMX | Connect (Reported 9/30/2010)
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.
Day in Review
December Gold settled at $1309.60 per 100 troy ounces, a net loss of $.70 for the day.
ATM Volatility Curve:
Volatility Smile:
***From NYMEX Settlement
End of Day Straddles
| GC | | | |
| | Future | Bid | Offer |
| X10 | 1310 | 39 | 43 |
| Z10 | 1310 | 66 | 70 |
| G11 | 1310 | 114 | 118 |
| J11 | 1315 | 153 | 157 |
| M11 | 1315 | 185 | 189 |
| Q11 | 1315 | 218 | 222 |
| V11 | 1320 | 245 | 249 |
| Z11 | 1320 | 276 | 280 |
| M12 | 1325 | 349 | 353 |
| Z12 | 1335 | 410 | 416 |
| M13 | 1345 | 461 | 467 |
| Z13 | 1360 | 508 | 514 |
| M14 | 137 | 551 | 557 |
| Z14 | 1400 | 594 | 600 |
| M15 | 1420 | 638 | 644 |
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End Of Day Straddles
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