Afternoon Gold Fix – December 27, 2010
FMX | Connect (Reported 12/27/2010)
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
February Gold settled at $1382.90 per 100 troy ounces, a net gain of $2.40 for the day.
ATM Volatility Curve:
Volatility Smile:
***From NYMEX Settlement
End of Day Straddles
| GC | | | |
| | Future | Bid | Offer |
| F11 | 1385 | 7 | 11 |
| G11 | 1385 | 47 | 51 |
| J11 | 1385 | 100 | 104 |
| M11 | 1385 | 142 | 146 |
| Q11 | 1390 | 179 | 183 |
| V11 | 1390 | 210 | 214 |
| Z11 | 1395 | 239 | 243 |
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