Afternoon Gold Fix – February 18, 2011
FMX | Connect (Reported 2/18/2011)
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.
Summary
April Gold settled at $1388.60 per troy ounce, a gain of $3.50 for the day.
ATM Volatility Curve:
Volatility Smile:
***From NYMEX Settlement
End of Day Straddles
| GC | | | |
| | Future | Bid | Offer |
| H11 | 1390 | 15 | 19 |
| J11 | 1390 | 50 | 54 |
| M11 | 1390 | 88 | 92 |
| Q11 | 1390 | 122 | 126 |
| V11 | 1395 | 153 | 157 |
| Z11 | 1395 | 180 | 184 |
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