Afternoon Gold Fix – October 28, 2010

FMX | Connect (Reported 10/28/2010)

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 $1342.50 per 100 troy ounces, a net gain of $19.90 for the day.

ATM Volatility Curve:

 

Volatility Smile:

***From NYMEX Settlement

 

 

End of Day Straddles

GC
	Future	Bid	Offer
Z10	1340	49	53
F11	1345	79	83
G11	1345	102	106
J11	1345	143	147
M11	1350	176	180
Q11	1350	209	213
V11	1350	239	243
Z11	1355	265	269

 

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