US_Ft_Knox_03 Afternoon Gold Fix – November 22, 2010

FMX | Connect (Reported 11/22/2010)

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 $1357.80 per 100 troy ounces, a net gain of $5.50 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 1360 9 13
F11 1360 58 62
G11 1360 86 90
J11 1360 132 136
M11 1365 168 172
Q11 1365 202 206
V11 1365 234 238
Z11 1370 264 268

 

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