goldstairs Afternoon Gold Fix – November 23, 2010

FMX | Connect (Reported 11/23/2010)

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 $1377.60 per 100 troy ounces, a net gain of $19.80 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 1380 6 10
F11 1380 59 63
G11 1380 88 92
J11 1380 136 140
M11 1385 172 176
Q11 1385 208 212
V11 1390 240 244
Z11 1390 268 272

 

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