Option Index

Gold Options (Call)

Trade Date: Sep 19, 2017 Prices in yen / gram  
Month Strike Price IV Delta
Oct 2017 5,750 26.18% 0.00
5,700 25.18% 0.00
5,650 24.17% 0.00
5,600 23.16% 0.00
5,550 22.13% 0.00
5,500 21.10% 0.01
5,450 20.05% 0.01
5,400 19.00% 0.01
5,350 17.94% 0.01
5,300 16.87% 0.01
5,250 15.78% 0.01
5,200 14.64% 0.01
5,150 13.38% 0.01
5,100 12.10% 0.01
5,050 10.81% 0.01
5,000 9.51% 0.01
4,950 9.26% 0.03
4,900 9.01% 0.07
4,850 8.74% 0.12
4,800 8.44% 0.21
*4,750 8.21% 0.33
4,700 8.06% 0.49
4,650 8.24% 0.65
4,600 8.00% 0.79
4,550 6.12% 0.94
4,500 6.95% 0.97
4,450 3.75% 0.99
4,400 3.75% 0.99
4,350 11.43% 0.98
4,300 7.50% 0.99
4,250 7.50% 0.99
4,200 7.50% 0.99
4,150 7.50% 0.99
4,100 7.50% 0.99
4,050 7.50% 1.00
4,000 7.50% 1.00
3,950 15.00% 0.99
3,900 15.00% 0.99
3,850 15.00% 0.99
3,800 15.00% 0.99
3,750 15.00% 0.99
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% 1.00
3,450 15.00% 1.00
3,400 15.00% 1.00
3,350 15.00% 1.00
3,300 15.00% 1.00
3,250 15.00% 1.00
3,200 15.00% 1.00
Dec 2017 5,700 15.79% 0.00
5,650 15.16% 0.00
5,600 14.53% 0.00
5,550 13.89% 0.00
5,500 13.24% 0.01
5,450 12.59% 0.01
5,400 11.93% 0.01
5,350 11.27% 0.01
5,300 10.60% 0.01
5,250 9.93% 0.01
5,200 9.23% 0.01
5,150 8.44% 0.01
5,100 7.64% 0.01
5,050 6.83% 0.01
5,000 7.23% 0.04
4,950 7.08% 0.07
4,900 6.70% 0.10
4,850 6.79% 0.17
4,800 6.78% 0.26
4,750 6.74% 0.36
*4,700 6.73% 0.48
4,650 6.95% 0.60
4,600 6.41% 0.73
4,550 6.33% 0.83
4,500 6.08% 0.91
4,450 6.26% 0.95
4,400 6.92% 0.96
4,350 7.06% 0.98
4,300 8.02% 0.98
4,250 3.75% 0.99
4,200 3.75% 0.99
4,150 3.75% 1.00
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% 0.99
3,750 7.50% 0.99
3,700 7.50% 1.00
3,650 7.50% 1.00
3,600 15.00% 0.99
3,550 15.00% 0.99
3,500 15.00% 0.99
3,450 15.00% 0.99
3,400 15.00% 0.99
3,350 15.00% 0.99
3,300 15.00% 0.99
3,250 15.00% 0.99
Feb 2018 5,700 12.34% 0.00
5,650 11.85% 0.00
5,600 11.36% 0.00
5,550 10.86% 0.00
5,500 10.36% 0.01
5,450 9.85% 0.01
5,400 9.34% 0.01
5,350 8.83% 0.01
5,300 9.05% 0.02
5,250 8.45% 0.02
5,200 8.45% 0.03
5,150 8.47% 0.04
5,100 8.37% 0.06
5,050 8.25% 0.08
5,000 8.29% 0.12
4,950 8.21% 0.16
4,900 8.25% 0.21
4,850 8.21% 0.27
4,800 8.20% 0.33
4,750 8.20% 0.41
*4,700 8.21% 0.49
4,650 8.20% 0.56
4,600 8.28% 0.64
4,550 8.18% 0.71
4,500 8.36% 0.77
4,450 8.28% 0.83
4,400 8.31% 0.88
4,350 8.36% 0.91
4,300 8.34% 0.94
4,250 8.55% 0.96
4,200 8.37% 0.97
4,150 8.47% 0.98
4,100 9.19% 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% 0.99
3,450 7.50% 1.00
3,400 15.00% 0.99
Apr 2018 5,700 10.52% 0.00
5,650 10.10% 0.00
5,600 9.68% 0.00
5,550 9.26% 0.00
5,500 8.83% 0.01
5,450 8.40% 0.01
5,400 8.73% 0.01
5,350 8.74% 0.02
5,300 8.74% 0.03
5,250 8.42% 0.04
5,200 8.35% 0.05
5,150 8.48% 0.07
5,100 8.22% 0.09
5,050 8.26% 0.12
5,000 8.31% 0.16
4,950 8.25% 0.20
4,900 8.30% 0.25
4,850 8.21% 0.30
4,800 8.29% 0.36
4,750 8.21% 0.42
*4,700 8.23% 0.49
4,650 8.19% 0.56
4,600 8.19% 0.62
4,550 8.21% 0.68
4,500 8.23% 0.74
4,450 8.30% 0.79
4,400 8.24% 0.84
4,350 8.23% 0.88
4,300 8.28% 0.91
4,250 8.39% 0.93
4,200 8.29% 0.95
4,150 8.35% 0.97
4,100 8.44% 0.98
4,050 8.43% 0.98
4,000 9.04% 0.98
3,950 3.75% 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% 0.99
3,450 7.50% 0.99
Jun 2018 5,700 9.28% 0.00
5,650 8.91% 0.00
5,600 8.54% 0.00
5,550 9.00% 0.01
5,500 8.57% 0.01
5,450 8.58% 0.02
5,400 8.59% 0.03
5,350 8.47% 0.03
5,300 8.41% 0.05
5,250 8.34% 0.06
5,200 8.37% 0.08
5,150 8.28% 0.10
5,100 8.32% 0.12
5,050 8.29% 0.15
5,000 8.24% 0.19
4,950 8.28% 0.23
4,900 8.24% 0.27
4,850 8.17% 0.32
4,800 8.31% 0.38
4,750 8.14% 0.43
*4,700 8.22% 0.49
4,650 8.21% 0.55
4,600 8.21% 0.61
4,550 8.26% 0.66
4,500 8.21% 0.72
4,450 8.30% 0.77
4,400 8.18% 0.81
4,350 8.23% 0.85
4,300 8.27% 0.88
4,250 8.18% 0.91
4,200 8.29% 0.93
4,150 8.21% 0.95
4,100 8.38% 0.96
4,050 8.03% 0.98
4,000 7.98% 0.98
3,950 8.52% 0.98
3,900 3.75% 0.99
3,850 3.75% 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 0.01% 1.00
3,550 0.01% 1.00
3,500 0.01% 1.00
3,450 0.01% 1.00
Aug 2018 5,700 8.37% 0.00
5,650 8.88% 0.01
5,600 8.50% 0.01
5,550 8.51% 0.02
5,500 8.52% 0.02
5,450 8.54% 0.03
5,400 8.29% 0.04
5,350 8.24% 0.05
5,300 8.38% 0.07
5,250 8.33% 0.08
5,200 8.25% 0.10
5,150 8.29% 0.12
5,100 8.30% 0.15
5,050 8.18% 0.18
5,000 8.22% 0.21
4,950 8.28% 0.26
4,900 8.16% 0.30
4,850 8.22% 0.34
4,800 8.23% 0.39
4,750 8.19% 0.44
*4,700 8.27% 0.50
4,650 8.19% 0.55
4,600 8.20% 0.60
4,550 8.32% 0.65
4,500 8.17% 0.70
4,450 8.19% 0.75
4,400 8.28% 0.79
4,350 8.16% 0.83
4,300 8.29% 0.86
4,250 8.20% 0.89
4,200 8.25% 0.92
4,150 8.36% 0.93
4,100 8.29% 0.95
4,050 8.21% 0.96
4,000 8.30% 0.97
3,950 8.39% 0.98
3,900 8.25% 0.99
3,850 3.75% 0.99
3,800 3.75% 0.99
3,750 7.50% 0.99
3,700 0.01% 1.00
3,650 0.01% 1.00
3,600 0.01% 1.00

Gold Options (Put)

Trade Date: Sep 19, 2017 Prices in yen / gram  
Month Strike Price IV Delta
Oct 2017 5,750 15.00% -0.99
5,700 15.00% -0.99
5,650 15.00% -0.99
5,600 15.00% -0.99
5,550 7.50% -1.00
5,500 7.50% -1.00
5,450 7.50% -1.00
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 3.75% -1.00
5,050 10.83% -0.98
5,000 9.52% -0.97
4,950 9.27% -0.96
4,900 9.02% -0.92
4,850 8.74% -0.87
4,800 8.44% -0.78
*4,750 8.79% -0.65
4,700 8.73% -0.50
4,650 8.94% -0.35
4,600 7.74% -0.19
4,550 6.12% -0.05
4,500 6.94% -0.02
4,450 8.41% -0.02
4,400 9.91% -0.01
4,350 11.42% -0.01
4,300 12.95% -0.01
4,250 14.49% -0.01
4,200 16.06% -0.01
4,150 17.54% -0.01
4,100 18.96% -0.01
4,050 20.40% -0.01
4,000 21.86% 0.00
3,950 23.34% 0.00
3,900 24.83% 0.00
3,850 26.35% 0.00
3,800 27.88% 0.00
3,750 29.43% 0.00
3,700 31.01% 0.00
3,650 32.61% 0.00
3,600 34.23% 0.00
3,550 35.87% 0.00
3,500 37.54% 0.00
3,450 39.23% 0.00
3,400 40.94% 0.00
3,350 42.68% 0.00
3,300 44.45% 0.00
3,250 46.24% 0.00
3,200 48.07% 0.00
Dec 2017 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 3.75% -1.00
5,250 3.75% -0.99
5,200 3.75% -0.99
5,150 8.46% -0.98
5,100 7.66% -0.98
5,050 6.86% -0.98
5,000 6.83% -0.96
4,950 7.09% -0.92
4,900 6.71% -0.89
4,850 6.79% -0.82
4,800 6.78% -0.73
4,750 6.74% -0.63
*4,700 6.73% -0.51
4,650 6.63% -0.38
4,600 6.65% -0.27
4,550 5.68% -0.14
4,500 5.59% -0.06
4,450 5.83% -0.03
4,400 6.91% -0.03
4,350 7.04% -0.01
4,300 7.99% -0.01
4,250 8.96% -0.01
4,200 9.93% -0.01
4,150 10.87% -0.01
4,100 11.76% -0.01
4,050 12.66% -0.01
4,000 13.56% 0.00
3,950 14.49% 0.00
3,900 15.42% 0.00
3,850 16.36% 0.00
3,800 17.32% 0.00
3,750 18.29% 0.00
3,700 19.28% 0.00
3,650 20.27% 0.00
3,600 21.28% 0.00
3,550 22.31% 0.00
3,500 23.35% 0.00
3,450 24.40% 0.00
3,400 25.47% 0.00
3,350 26.56% 0.00
3,300 27.66% 0.00
3,250 28.78% 0.00
Feb 2018 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 3.75% -1.00
5,400 3.75% -0.99
5,350 8.93% -0.98
5,300 8.40% -0.98
5,250 8.50% -0.97
5,200 8.50% -0.96
5,150 8.49% -0.95
5,100 8.39% -0.93
5,050 8.26% -0.91
5,000 8.30% -0.87
4,950 8.22% -0.83
4,900 8.26% -0.78
4,850 8.22% -0.72
4,800 8.20% -0.66
4,750 8.20% -0.58
*4,700 8.21% -0.50
4,650 8.20% -0.43
4,600 8.28% -0.35
4,550 8.18% -0.28
4,500 8.35% -0.22
4,450 8.28% -0.16
4,400 8.30% -0.11
4,350 8.35% -0.08
4,300 8.32% -0.05
4,250 8.53% -0.03
4,200 8.33% -0.02
4,150 8.40% -0.01
4,100 9.09% -0.01
4,050 9.78% -0.01
4,000 10.49% 0.00
3,950 11.21% 0.00
3,900 11.93% 0.00
3,850 12.67% 0.00
3,800 13.41% 0.00
3,750 14.17% 0.00
3,700 14.93% 0.00
3,650 15.71% 0.00
3,600 16.50% 0.00
3,550 17.29% 0.00
3,500 18.10% 0.00
3,450 18.92% 0.00
3,400 19.76% 0.00
Apr 2018 5,700 7.50% -0.99
5,650 7.50% -0.99
5,600 3.75% -1.00
5,550 3.75% -0.99
5,500 3.75% -0.99
5,450 8.54% -0.98
5,400 8.09% -0.98
5,350 8.29% -0.97
5,300 8.29% -0.97
5,250 8.45% -0.95
5,200 8.37% -0.94
5,150 8.29% -0.92
5,100 8.23% -0.90
5,050 8.27% -0.87
5,000 8.22% -0.83
4,950 8.25% -0.79
4,900 8.30% -0.74
4,850 8.22% -0.69
4,800 8.29% -0.63
4,750 8.15% -0.57
*4,700 8.23% -0.50
4,650 8.18% -0.43
4,600 8.19% -0.37
4,550 8.21% -0.31
4,500 8.22% -0.25
4,450 8.29% -0.20
4,400 8.23% -0.15
4,350 8.38% -0.11
4,300 8.26% -0.08
4,250 8.37% -0.06
4,200 8.26% -0.04
4,150 8.30% -0.02
4,100 8.38% -0.01
4,050 9.06% -0.01
4,000 8.90% 0.00
3,950 9.51% 0.00
3,900 10.13% 0.00
3,850 10.76% 0.00
3,800 11.39% 0.00
3,750 12.03% 0.00
3,700 12.68% 0.00
3,650 13.34% 0.00
3,600 14.01% 0.00
3,550 14.69% 0.00
3,500 15.38% 0.00
3,450 16.07% 0.00
Jun 2018 5,700 3.75% -0.99
5,650 3.75% -0.99
5,600 3.75% -0.99
5,550 8.33% -0.98
5,500 7.95% -0.98
5,450 8.21% -0.98
5,400 8.22% -0.97
5,350 8.23% -0.96
5,300 8.22% -0.95
5,250 8.15% -0.94
5,200 8.26% -0.92
5,150 8.17% -0.90
5,100 8.21% -0.87
5,050 8.30% -0.84
5,000 8.16% -0.80
4,950 8.29% -0.76
4,900 8.18% -0.72
4,850 8.18% -0.67
4,800 8.25% -0.61
4,750 8.14% -0.56
*4,700 8.23% -0.50
4,650 8.21% -0.44
4,600 8.21% -0.38
4,550 8.26% -0.33
4,500 8.20% -0.27
4,450 8.29% -0.22
4,400 8.26% -0.18
4,350 8.22% -0.14
4,300 8.26% -0.11
4,250 8.31% -0.08
4,200 8.50% -0.06
4,150 8.43% -0.04
4,100 8.59% -0.03
4,050 8.47% -0.02
4,000 8.55% -0.01
3,950 8.36% 0.00
3,900 8.90% 0.00
3,850 9.45% 0.00
3,800 10.01% 0.00
3,750 10.57% 0.00
3,700 11.15% 0.00
3,650 11.73% 0.00
3,600 12.32% 0.00
3,550 12.91% 0.00
3,500 13.52% 0.00
3,450 14.13% 0.00
Aug 2018 5,700 3.75% -0.99
5,650 8.23% -0.98
5,600 7.89% -0.98
5,550 8.20% -0.98
5,500 8.21% -0.97
5,450 8.22% -0.96
5,400 8.34% -0.95
5,350 8.28% -0.94
5,300 8.22% -0.93
5,250 8.24% -0.91
5,200 8.16% -0.89
5,150 8.19% -0.87
5,100 8.24% -0.84
5,050 8.19% -0.81
5,000 8.23% -0.77
4,950 8.22% -0.74
4,900 8.16% -0.69
4,850 8.23% -0.65
4,800 8.23% -0.60
4,750 8.14% -0.55
*4,700 8.22% -0.49
4,650 8.19% -0.44
4,600 8.20% -0.39
4,550 8.32% -0.34
4,500 8.16% -0.29
4,450 8.25% -0.24
4,400 8.27% -0.20
4,350 8.23% -0.16
4,300 8.28% -0.13
4,250 8.32% -0.10
4,200 8.23% -0.07
4,150 8.32% -0.06
4,100 8.25% -0.04
4,050 8.40% -0.03
4,000 8.68% -0.02
3,950 8.30% -0.01
3,900 8.85% -0.01
3,850 8.55% 0.00
3,800 9.06% 0.00
3,750 9.57% 0.00
3,700 10.09% 0.00
3,650 10.61% 0.00
3,600 11.14% 0.00

Notes


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