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Afternoon Gold Fix – January 21, 2011

FMX | Connect (Reported 1/21/2011)

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.  Follow our daily commentary on twitter at #GoldSilverOptions.

 






Day in Review

February Gold settled at $1341.00 per 100 troy ounces, a loss 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
G11 1340 19 23
H11 1345 51 55
J11 1345 79 83
M11 1345 119 123
Q11 1345 153 157
V11 1350 186 190
Z11 1350 212 216

 

 

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