image Gold (OG) PIN RISK ALERT – November 22, 2010

FMX | Connect (Reported 11/22/2010)

The following is a summary of open interest in December gold options, which expires tommorow. Data reflects open interest as of 11/19/2010.   See disclaimer below.

 

      




 

 

Gold (OG) Open Interest by Proximity

 

Gold (OG) Interest by Size (C+P)

 

 11/19/10

 

 

 

11/19/2010

 

Calls

Strike

Puts

 

Strike

Open Interest

6164

1325

5083

 

1200

22,458

1446

1330

1394

 

1300

19,152

959

1335

658

 

1250

17,530

2885

1340

2352

 

1400

11,521

1271

1345

1148

 

1325

11,247

7432

1350

3752

 

1350

11,184

1124

1355

586

 

 

 

3430

1360

1800

 

 

 

383

1365

296

 

 

 

1365

1370

1429

 

 

 

3461

1375

1921

 

 

 

2555

1380

1284

 

 

 

1368

1385

648

 

 

 

                                  Futures @ 1355

 

 

 

 

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