Option Index

Gold Options (Call)

Trade Date: Feb 23, 2018 Prices in yen / gram  
Month Strike Price IV Delta
Apr 2018 5,800 23.91% 0.00
5,750 23.14% 0.00
5,700 22.35% 0.00
5,650 21.56% 0.00
5,600 20.76% 0.00
5,550 19.96% 0.00
5,500 19.15% 0.00
5,450 18.33% 0.00
5,400 17.50% 0.00
5,350 16.67% 0.01
5,300 15.83% 0.01
5,250 14.98% 0.01
5,200 14.12% 0.01
5,150 13.25% 0.01
5,100 12.38% 0.01
5,050 11.40% 0.01
5,000 10.38% 0.01
4,950 9.35% 0.01
4,900 9.33% 0.03
4,850 7.25% 0.02
4,800 8.01% 0.06
4,750 7.93% 0.11
4,700 8.09% 0.19
4,650 8.59% 0.30
4,600 8.78% 0.42
*4,550 9.00% 0.54
4,500 9.16% 0.66
4,450 8.67% 0.77
4,400 8.73% 0.85
4,350 8.67% 0.91
4,300 8.79% 0.95
4,250 8.52% 0.98
4,200 9.75% 0.98
4,150 11.00% 0.98
4,100 7.50% 0.99
4,050 7.50% 0.99
4,000 7.50% 0.99
3,950 7.50% 0.99
3,900 7.50% 0.99
3,850 7.50% 0.99
3,800 7.50% 1.00
3,750 7.50% 1.00
3,700 15.00% 0.99
3,650 15.00% 0.99
3,600 15.00% 0.99
3,550 15.00% 0.99
3,500 15.00% 0.99
3,450 15.00% 0.99
Jun 2018 5,800 16.69% 0.00
5,750 16.14% 0.00
5,700 15.60% 0.00
5,650 15.04% 0.00
5,600 14.49% 0.00
5,550 13.93% 0.00
5,500 13.36% 0.00
5,450 12.79% 0.00
5,400 12.21% 0.01
5,350 11.63% 0.01
5,300 11.04% 0.01
5,250 10.44% 0.01
5,200 9.84% 0.01
5,150 9.24% 0.01
5,100 8.63% 0.01
5,050 7.95% 0.01
5,000 7.23% 0.01
4,950 7.22% 0.02
4,900 7.28% 0.05
4,850 7.33% 0.08
4,800 7.16% 0.12
4,750 7.13% 0.17
4,700 7.18% 0.25
4,650 7.15% 0.34
4,600 7.13% 0.44
*4,550 7.19% 0.54
4,500 7.26% 0.64
4,450 7.09% 0.74
4,400 7.14% 0.82
4,350 7.18% 0.88
4,300 7.22% 0.92
4,250 7.15% 0.96
4,200 7.61% 0.97
4,150 7.71% 0.98
4,100 8.60% 0.98
4,050 3.75% 0.99
4,000 3.75% 1.00
3,950 7.50% 0.99
3,900 7.50% 0.99
3,850 7.50% 0.99
3,800 7.50% 0.99
3,750 7.50% 0.99
3,700 7.50% 0.99
3,650 7.50% 0.99
3,600 7.50% 0.99
3,550 7.50% 0.99
3,500 7.50% 1.00
3,450 7.50% 1.00
Aug 2018 5,800 13.59% 0.00
5,750 13.15% 0.00
5,700 12.71% 0.00
5,650 12.26% 0.00
5,600 11.80% 0.00
5,550 11.35% 0.00
5,500 10.88% 0.00
5,450 10.42% 0.00
5,400 9.95% 0.01
5,350 9.48% 0.01
5,300 9.00% 0.01
5,250 8.51% 0.01
5,200 8.76% 0.02
5,150 8.76% 0.02
5,100 8.63% 0.03
5,050 8.26% 0.04
5,000 8.45% 0.07
4,950 8.28% 0.09
4,900 8.32% 0.12
4,850 8.26% 0.16
4,800 8.19% 0.20
4,750 8.26% 0.26
4,700 8.16% 0.32
4,650 8.25% 0.39
4,600 8.19% 0.46
*4,550 8.27% 0.53
4,500 8.19% 0.61
4,450 8.23% 0.68
4,400 8.24% 0.74
4,350 8.30% 0.80
4,300 8.23% 0.85
4,250 8.22% 0.89
4,200 8.27% 0.92
4,150 8.37% 0.94
4,100 8.57% 0.96
4,050 8.35% 0.97
4,000 8.44% 0.98
3,950 9.11% 0.98
3,900 3.75% 0.99
3,850 7.50% 0.99
3,800 7.50% 0.99
3,750 7.50% 0.99
3,700 7.50% 0.99
3,650 7.50% 0.99
3,600 7.50% 0.99
3,550 7.50% 0.99
3,500 7.50% 0.99
Oct 2018 5,800 11.87% 0.00
5,750 11.49% 0.00
5,700 11.10% 0.00
5,650 10.71% 0.00
5,600 10.31% 0.00
5,550 9.92% 0.00
5,500 9.51% 0.00
5,450 9.11% 0.00
5,400 8.70% 0.01
5,350 8.29% 0.01
5,300 8.63% 0.01
5,250 8.64% 0.02
5,200 8.65% 0.03
5,150 8.38% 0.04
5,100 8.30% 0.05
5,050 8.48% 0.07
5,000 8.24% 0.09
4,950 8.28% 0.12
4,900 8.30% 0.15
4,850 8.24% 0.19
4,800 8.28% 0.23
4,750 8.17% 0.28
4,700 8.25% 0.34
4,650 8.21% 0.40
4,600 8.17% 0.46
*4,550 8.27% 0.53
4,500 8.21% 0.59
4,450 8.28% 0.65
4,400 8.21% 0.71
4,350 8.31% 0.77
4,300 8.16% 0.82
4,250 8.32% 0.85
4,200 8.27% 0.89
4,150 8.33% 0.92
4,100 8.26% 0.94
4,050 8.17% 0.96
4,000 8.47% 0.97
3,950 8.56% 0.98
3,900 8.54% 0.98
3,850 3.75% 0.99
3,800 3.75% 0.99
3,750 7.50% 0.99
3,700 7.50% 0.99
3,650 7.50% 0.99
3,600 7.50% 0.99
3,550 7.50% 0.99
3,500 7.50% 0.99
Dec 2018 5,800 10.71% 0.00
5,750 10.36% 0.00
5,700 10.01% 0.00
5,650 9.66% 0.00
5,600 9.30% 0.00
5,550 8.95% 0.00
5,500 8.58% 0.00
5,450 9.06% 0.01
5,400 8.64% 0.01
5,350 8.65% 0.02
5,300 8.66% 0.03
5,250 8.57% 0.03
5,200 8.29% 0.04
5,150 8.23% 0.05
5,100 8.39% 0.07
5,050 8.30% 0.09
5,000 8.21% 0.11
4,950 8.32% 0.15
4,900 8.19% 0.17
4,850 8.23% 0.21
4,800 8.26% 0.26
4,750 8.20% 0.30
4,700 8.27% 0.36
4,650 8.20% 0.41
4,600 8.22% 0.47
*4,550 8.26% 0.53
4,500 8.14% 0.59
4,450 8.27% 0.64
4,400 8.19% 0.70
4,350 8.21% 0.75
4,300 8.21% 0.79
4,250 8.17% 0.84
4,200 8.32% 0.87
4,150 8.23% 0.90
4,100 8.29% 0.92
4,050 8.13% 0.95
4,000 8.30% 0.96
3,950 8.25% 0.97
3,900 8.34% 0.98
3,850 8.28% 0.98
3,800 3.75% 0.99
3,750 3.75% 0.99
3,700 7.50% 0.99
3,650 7.50% 0.99
3,600 0.01% 1.00
3,550 0.01% 1.00

Gold Options (Put)

Trade Date: Feb 23, 2018 Prices in yen / gram  
Month Strike Price IV Delta
Apr 2018 5,800 15.00% -0.99
5,750 15.00% -0.99
5,700 15.00% -0.99
5,650 15.00% -0.99
5,600 7.50% -1.00
5,550 7.50% -1.00
5,500 7.50% -1.00
5,450 7.50% -0.99
5,400 7.50% -0.99
5,350 7.50% -0.99
5,300 7.50% -0.99
5,250 7.50% -0.99
5,200 7.50% -0.99
5,150 7.50% -0.99
5,100 7.50% -0.99
5,050 3.75% -1.00
5,000 10.41% -0.98
4,950 9.37% -0.98
4,900 9.35% -0.96
4,850 7.27% -0.97
4,800 7.51% -0.94
4,750 7.94% -0.88
4,700 9.09% -0.77
4,650 8.12% -0.70
4,600 7.96% -0.58
*4,550 8.18% -0.44
4,500 8.37% -0.32
4,450 8.67% -0.22
4,400 8.73% -0.14
4,350 8.67% -0.08
4,300 8.78% -0.04
4,250 9.59% -0.03
4,200 9.72% -0.01
4,150 10.97% -0.01
4,100 12.23% -0.01
4,050 13.50% -0.01
4,000 14.65% -0.01
3,950 15.81% -0.01
3,900 16.99% -0.01
3,850 18.17% 0.00
3,800 19.38% 0.00
3,750 20.60% 0.00
3,700 21.84% 0.00
3,650 23.09% 0.00
3,600 24.37% 0.00
3,550 25.66% 0.00
3,500 26.96% 0.00
3,450 28.29% 0.00
Jun 2018 5,800 7.50% -0.99
5,750 7.50% -0.99
5,700 7.50% -0.99
5,650 7.50% -0.99
5,600 7.50% -0.99
5,550 7.50% -0.99
5,500 7.50% -0.99
5,450 7.50% -0.99
5,400 7.50% -0.99
5,350 7.50% -0.99
5,300 7.50% -0.99
5,250 3.75% -1.00
5,200 3.75% -0.99
5,150 3.75% -0.99
5,100 3.75% -0.99
5,050 7.99% -0.98
5,000 7.27% -0.98
4,950 7.26% -0.97
4,900 7.30% -0.94
4,850 7.34% -0.91
4,800 7.17% -0.87
4,750 7.14% -0.82
4,700 7.18% -0.74
4,650 7.15% -0.65
4,600 6.94% -0.56
*4,550 7.00% -0.45
4,500 7.07% -0.34
4,450 7.08% -0.25
4,400 7.14% -0.17
4,350 7.17% -0.11
4,300 7.21% -0.07
4,250 7.13% -0.03
4,200 7.58% -0.02
4,150 7.67% -0.01
4,100 8.55% -0.01
4,050 9.44% -0.01
4,000 10.25% -0.01
3,950 11.06% -0.01
3,900 11.88% 0.00
3,850 12.71% 0.00
3,800 13.55% 0.00
3,750 14.40% 0.00
3,700 15.27% 0.00
3,650 16.14% 0.00
3,600 17.03% 0.00
3,550 17.93% 0.00
3,500 18.85% 0.00
3,450 19.77% 0.00
Aug 2018 5,800 7.50% -0.99
5,750 7.50% -0.99
5,700 7.50% -0.99
5,650 7.50% -0.99
5,600 7.50% -0.99
5,550 7.50% -0.99
5,500 7.50% -0.99
5,450 7.50% -0.99
5,400 3.75% -1.00
5,350 3.75% -0.99
5,300 3.75% -0.99
5,250 8.65% -0.98
5,200 8.16% -0.98
5,150 8.26% -0.97
5,100 8.26% -0.96
5,050 8.29% -0.95
5,000 8.19% -0.93
4,950 8.29% -0.90
4,900 8.33% -0.87
4,850 8.27% -0.83
4,800 8.20% -0.79
4,750 8.26% -0.73
4,700 8.17% -0.67
4,650 8.25% -0.60
4,600 8.19% -0.53
*4,550 8.27% -0.46
4,500 8.19% -0.38
4,450 8.22% -0.31
4,400 8.23% -0.25
4,350 8.29% -0.19
4,300 8.23% -0.14
4,250 8.21% -0.10
4,200 8.26% -0.07
4,150 8.34% -0.05
4,100 8.54% -0.03
4,050 8.29% -0.01
4,000 9.03% -0.01
3,950 8.97% -0.01
3,900 9.63% 0.00
3,850 10.31% 0.00
3,800 10.99% 0.00
3,750 11.69% 0.00
3,700 12.39% 0.00
3,650 13.10% 0.00
3,600 13.83% 0.00
3,550 14.56% 0.00
3,500 15.30% 0.00
Oct 2018 5,800 0.01% -1.00
5,750 0.01% -1.00
5,700 7.50% -0.99
5,650 7.50% -0.99
5,600 7.50% -0.99
5,550 7.50% -0.99
5,500 3.75% -1.00
5,450 3.75% -0.99
5,400 3.75% -0.99
5,350 8.46% -0.98
5,300 8.04% -0.98
5,250 8.23% -0.97
5,200 8.23% -0.97
5,150 8.42% -0.95
5,100 8.34% -0.94
5,050 8.26% -0.92
5,000 8.25% -0.90
4,950 8.29% -0.87
4,900 8.31% -0.84
4,850 8.15% -0.80
4,800 8.28% -0.76
4,750 8.18% -0.71
4,700 8.25% -0.65
4,650 8.22% -0.59
4,600 8.17% -0.53
*4,550 8.27% -0.46
4,500 8.21% -0.40
4,450 8.35% -0.34
4,400 8.21% -0.28
4,350 8.31% -0.22
4,300 8.26% -0.18
4,250 8.31% -0.13
4,200 8.26% -0.10
4,150 8.31% -0.07
4,100 8.23% -0.05
4,050 8.41% -0.03
4,000 8.39% -0.02
3,950 8.48% -0.01
3,900 8.36% 0.00
3,850 8.95% 0.00
3,800 9.55% 0.00
3,750 10.15% 0.00
3,700 10.77% 0.00
3,650 11.39% 0.00
3,600 12.02% 0.00
3,550 12.66% 0.00
3,500 13.30% 0.00
Dec 2018 5,800 0.01% -1.00
5,750 0.01% -1.00
5,700 0.01% -1.00
5,650 7.50% -0.99
5,600 3.75% -0.99
5,550 3.75% -0.99
5,500 3.75% -0.99
5,450 8.43% -0.98
5,400 8.05% -0.98
5,350 8.31% -0.98
5,300 8.32% -0.97
5,250 8.32% -0.96
5,200 8.34% -0.95
5,150 8.27% -0.94
5,100 8.42% -0.92
5,050 8.20% -0.90
5,000 8.24% -0.88
4,950 8.34% -0.84
4,900 8.20% -0.81
4,850 8.24% -0.78
4,800 8.27% -0.73
4,750 8.20% -0.69
4,700 8.27% -0.63
4,650 8.20% -0.58
4,600 8.16% -0.52
*4,550 8.26% -0.46
4,500 8.14% -0.40
4,450 8.27% -0.35
4,400 8.19% -0.29
4,350 8.21% -0.24
4,300 8.30% -0.20
4,250 8.25% -0.16
4,200 8.40% -0.12
4,150 8.21% -0.09
4,100 8.41% -0.07
4,050 8.34% -0.05
4,000 8.25% -0.03
3,950 8.67% -0.03
3,900 8.76% -0.02
3,850 8.85% -0.01
3,800 8.62% 0.00
3,750 9.16% 0.00
3,700 9.71% 0.00
3,650 10.27% 0.00
3,600 10.84% 0.00
3,550 11.42% 0.00

Notes


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