imageAfternoon Gold Fix – November 24, 2010

FMX | Connect (Reported 11/24/2010)

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 $1373 per 100 troy ounces, a net loss of $4.60 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
F11 1375 57 61
G11 1375 86 90
J11 1375 134 138
M11 1380 171 175
Q11 1380 206 210
V11 1385 238 242
Z11 1385 267 271

 

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