Gold bar. Gold – Options Report – May 25, 2010

FMX | Connect (Reported 5/25/2010)

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.

  





Daily Recap:


A relatively uneventful day past the June expiration. October call spread were bought in the rally, other than that activity was very muted as most traders focused on squaring up June options expiring position. Most of the open interest was concentrated at the 1200 strike (click for pin risk alert), and the market did gravitate towards that area but failed to pin the strike. On the day, call skew firmed up slightly but real trading firmed to materialize.




Technical Recap:

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ATM Volatility Curve:

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Volatility Smile:

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***From NYMEX Settlement

 

Significant Activity:

1. N10 1200 P.

2. Z10 1500 C.

3. N10 1200 C.




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