Afternoon Gold Fix – December 31, 2010
FMX | Connect (Reported 12/31/2010)
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 $1421.40 per 100 troy ounces, a net gain of $15.50 for the day.
ATM Volatility Curve:
Volatility Smile:
***From NYMEX Settlement
End of Day Straddles
| GC | | | |
| | Future | Bid | Offer |
| G11 | 1421.4 | 50 | 54 |
| H11 | 1423.6 | 79 | 83 |
| J11 | 1423.6 | 108 | 112 |
| M11 | 1425.7 | 149 | 153 |
| Q11 | 1427.7 | 187 | 191 |
| V11 | 1429.8 | 222 | 226 |
| Z11 | 1432.1 | 251 | 255 |
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