imageAfternoon Gold Fix – October 27, 2010

FMX | Connect (Reported 10/27/2010)

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

December Gold settled at $1322.60 per 100 troy ounces, a net loss of $16 for the day.



ATM Volatility Curve:

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Volatility Smile:

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***From NYMEX Settlement

 

 

End of Day Straddles

GC      
  Future Bid Offer
Z10 1325 49 53
F11 1325 79 83
G11 1325 100 104
J11 1325 140 144
M11 1330 172 176
Q11 1330 205 209
V11 1330 236 240
Z11 1335 260 264

 

 

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