Option Index

Gold Options (Call)

Trade Date: Nov 21, 2017 Prices in yen / gram  
Month Strike Price IV Delta
Dec 2017 5,700 28.86% 0.00
5,650 27.77% 0.00
5,600 26.68% 0.00
5,550 25.58% 0.00
5,500 24.47% 0.00
5,450 23.35% 0.01
5,400 22.21% 0.01
5,350 21.07% 0.01
5,300 19.92% 0.01
5,250 18.75% 0.01
5,200 17.58% 0.01
5,150 16.39% 0.01
5,100 15.03% 0.01
5,050 13.64% 0.01
5,000 12.24% 0.01
4,950 10.83% 0.01
4,900 9.40% 0.02
4,850 7.95% 0.02
4,800 6.50% 0.03
4,750 6.94% 0.10
4,700 5.10% 0.16
*4,650 5.06% 0.39
4,600 5.44% 0.66
4,550 5.96% 0.84
4,500 6.72% 0.92
4,450 7.07% 0.97
4,400 3.75% 0.99
4,350 3.75% 0.99
4,300 3.75% 1.00
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% 1.00
3,500 15.00% 1.00
3,450 15.00% 1.00
3,400 15.00% 1.00
3,350 30.00% 0.99
3,300 30.00% 0.99
3,250 30.00% 0.99
Feb 2018 5,700 16.90% 0.00
5,650 16.27% 0.00
5,600 15.63% 0.00
5,550 14.99% 0.00
5,500 14.34% 0.00
5,450 13.68% 0.01
5,400 13.02% 0.01
5,350 12.36% 0.01
5,300 11.68% 0.01
5,250 11.00% 0.01
5,200 10.32% 0.01
5,150 9.63% 0.01
5,100 8.84% 0.01
5,050 8.03% 0.01
5,000 8.01% 0.02
4,950 7.65% 0.04
4,900 7.50% 0.06
4,850 7.41% 0.10
4,800 7.33% 0.16
4,750 7.31% 0.24
4,700 7.76% 0.35
*4,650 7.76% 0.45
4,600 7.78% 0.56
4,550 8.09% 0.66
4,500 7.46% 0.77
4,450 7.35% 0.85
4,400 7.34% 0.91
4,350 7.58% 0.94
4,300 7.78% 0.96
4,250 7.89% 0.98
4,200 8.87% 0.98
4,150 3.75% 0.99
4,100 3.75% 1.00
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% 0.99
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
Apr 2018 5,700 13.20% 0.00
5,650 12.71% 0.00
5,600 12.21% 0.00
5,550 11.71% 0.00
5,500 11.20% 0.00
5,450 10.69% 0.01
5,400 10.17% 0.01
5,350 9.65% 0.01
5,300 9.13% 0.01
5,250 8.60% 0.01
5,200 8.76% 0.02
5,150 8.76% 0.03
5,100 8.49% 0.04
5,050 8.39% 0.05
5,000 8.43% 0.08
4,950 8.29% 0.11
4,900 8.37% 0.15
4,850 8.28% 0.19
4,800 8.29% 0.25
4,750 8.18% 0.32
4,700 8.23% 0.39
*4,650 8.24% 0.47
4,600 8.19% 0.55
4,550 8.27% 0.63
4,500 8.17% 0.70
4,450 8.28% 0.77
4,400 8.23% 0.83
4,350 8.30% 0.87
4,300 8.35% 0.91
4,250 8.36% 0.94
4,200 8.57% 0.96
4,150 8.42% 0.97
4,100 8.51% 0.98
4,050 9.28% 0.98
4,000 3.75% 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% 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
Jun 2018 5,700 11.17% 0.00
5,650 10.76% 0.00
5,600 10.34% 0.00
5,550 9.91% 0.00
5,500 9.49% 0.00
5,450 9.06% 0.01
5,400 8.62% 0.01
5,350 8.97% 0.01
5,300 8.47% 0.01
5,250 8.47% 0.02
5,200 8.43% 0.03
5,150 8.35% 0.04
5,100 8.27% 0.06
5,050 8.36% 0.09
5,000 8.25% 0.11
4,950 8.34% 0.15
4,900 8.18% 0.18
4,850 8.32% 0.23
4,800 8.22% 0.28
4,750 8.21% 0.34
4,700 8.21% 0.40
*4,650 8.23% 0.47
4,600 8.25% 0.54
4,550 8.18% 0.61
4,500 8.25% 0.67
4,450 8.18% 0.73
4,400 8.26% 0.79
4,350 8.20% 0.83
4,300 8.28% 0.87
4,250 8.17% 0.91
4,200 8.32% 0.93
4,150 8.21% 0.95
4,100 8.30% 0.97
4,050 8.40% 0.98
4,000 8.41% 0.98
3,950 9.03% 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
3,450 7.50% 0.99
Aug 2018 5,700 9.84% 0.00
5,650 9.47% 0.00
5,600 9.10% 0.00
5,550 8.73% 0.00
5,500 8.35% 0.00
5,450 8.77% 0.01
5,400 8.34% 0.01
5,350 8.35% 0.02
5,300 8.36% 0.03
5,250 8.40% 0.04
5,200 8.33% 0.05
5,150 8.48% 0.07
5,100 8.26% 0.09
5,050 8.30% 0.11
5,000 8.30% 0.14
4,950 8.25% 0.18
4,900 8.29% 0.22
4,850 8.21% 0.26
4,800 8.21% 0.31
4,750 8.29% 0.36
4,700 8.16% 0.42
*4,650 8.18% 0.48
4,600 8.20% 0.54
4,550 8.14% 0.60
4,500 8.27% 0.65
4,450 8.15% 0.71
4,400 8.24% 0.76
4,350 8.18% 0.81
4,300 8.23% 0.85
4,250 8.22% 0.88
4,200 8.27% 0.91
4,150 8.26% 0.93
4,100 8.18% 0.95
4,050 8.35% 0.96
4,000 8.01% 0.98
3,950 7.99% 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 0.01% 1.00
Oct 2018 5,650 8.63% 0.00
5,600 8.30% 0.00
5,550 8.78% 0.01
5,500 8.39% 0.01
5,450 8.41% 0.02
5,400 8.42% 0.03
5,350 8.39% 0.03
5,300 8.34% 0.04
5,250 8.28% 0.05
5,200 8.43% 0.07
5,150 8.23% 0.09
5,100 8.27% 0.11
5,050 8.31% 0.14
5,000 8.24% 0.17
4,950 8.20% 0.20
4,900 8.32% 0.24
4,850 8.22% 0.28
4,800 8.16% 0.32
4,750 8.31% 0.38
4,700 8.17% 0.42
*4,650 8.19% 0.48
4,600 8.24% 0.53
4,550 8.19% 0.59
4,500 8.26% 0.64
4,450 8.21% 0.69
4,400 8.17% 0.74
4,350 8.27% 0.78
4,300 8.14% 0.83
4,250 8.28% 0.86
4,200 8.28% 0.89
4,150 8.20% 0.91
4,100 8.34% 0.93
4,050 8.27% 0.95
4,000 8.19% 0.96
3,950 8.31% 0.97
3,900 8.39% 0.98
3,850 8.28% 0.99
3,800 3.75% 0.99
3,750 3.75% 0.99
3,700 7.50% 0.99
3,650 0.01% 1.00

Gold Options (Put)

Trade Date: Nov 21, 2017 Prices in yen / gram  
Month Strike Price IV Delta
Dec 2017 5,700 15.00% -0.99
5,650 15.00% -0.99
5,600 15.00% -0.99
5,550 15.00% -0.99
5,500 15.00% -0.99
5,450 15.00% -0.99
5,400 7.50% -1.00
5,350 7.50% -1.00
5,300 7.50% -1.00
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 7.50% -0.99
5,000 3.75% -1.00
4,950 3.75% -1.00
4,900 3.75% -0.99
4,850 3.75% -0.99
4,800 6.50% -0.96
4,750 6.13% -0.91
4,700 4.11% -0.88
*4,650 4.51% -0.62
4,600 4.81% -0.32
4,550 5.01% -0.11
4,500 6.09% -0.05
4,450 7.06% -0.02
4,400 8.66% -0.02
4,350 10.29% -0.01
4,300 11.93% -0.01
4,250 13.59% -0.01
4,200 15.28% -0.01
4,150 16.98% -0.01
4,100 18.66% -0.01
4,050 20.20% -0.01
4,000 21.77% -0.01
3,950 23.36% 0.00
3,900 24.97% 0.00
3,850 26.59% 0.00
3,800 28.24% 0.00
3,750 29.92% 0.00
3,700 31.61% 0.00
3,650 33.33% 0.00
3,600 35.07% 0.00
3,550 36.84% 0.00
3,500 38.63% 0.00
3,450 40.45% 0.00
3,400 42.29% 0.00
3,350 44.16% 0.00
3,300 46.06% 0.00
3,250 47.99% 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 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 3.75% -1.00
5,150 3.75% -0.99
5,100 8.87% -0.98
5,050 8.06% -0.98
5,000 8.04% -0.97
4,950 7.66% -0.95
4,900 7.51% -0.93
4,850 7.42% -0.89
4,800 7.34% -0.83
4,750 7.19% -0.75
4,700 6.54% -0.67
*4,650 6.68% -0.55
4,600 6.92% -0.42
4,550 7.10% -0.31
4,500 7.46% -0.22
4,450 7.35% -0.14
4,400 7.33% -0.08
4,350 7.57% -0.05
4,300 7.75% -0.02
4,250 7.86% -0.01
4,200 8.84% -0.01
4,150 9.83% -0.01
4,100 10.82% -0.01
4,050 11.72% -0.01
4,000 12.64% -0.01
3,950 13.57% 0.00
3,900 14.50% 0.00
3,850 15.45% 0.00
3,800 16.42% 0.00
3,750 17.39% 0.00
3,700 18.38% 0.00
3,650 19.38% 0.00
3,600 20.40% 0.00
3,550 21.43% 0.00
3,500 22.48% 0.00
3,450 23.54% 0.00
3,400 24.61% 0.00
Apr 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 7.50% -0.99
5,400 3.75% -1.00
5,350 3.75% -0.99
5,300 9.24% -0.98
5,250 8.71% -0.98
5,200 8.16% -0.98
5,150 8.19% -0.97
5,100 8.52% -0.95
5,050 8.41% -0.94
5,000 8.44% -0.91
4,950 8.30% -0.88
4,900 8.37% -0.84
4,850 8.17% -0.80
4,800 8.29% -0.74
4,750 8.18% -0.67
4,700 8.23% -0.60
*4,650 8.24% -0.52
4,600 8.19% -0.44
4,550 8.27% -0.36
4,500 8.17% -0.29
4,450 8.37% -0.22
4,400 8.23% -0.16
4,350 8.29% -0.12
4,300 8.34% -0.08
4,250 8.34% -0.05
4,200 8.55% -0.03
4,150 8.37% -0.02
4,100 8.45% -0.01
4,050 9.16% -0.01
4,000 9.87% -0.01
3,950 10.60% 0.00
3,900 11.33% 0.00
3,850 12.07% 0.00
3,800 12.82% 0.00
3,750 13.59% 0.00
3,700 14.36% 0.00
3,650 15.14% 0.00
3,600 15.94% 0.00
3,550 16.74% 0.00
3,500 17.56% 0.00
3,450 18.39% 0.00
Jun 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 3.75% -0.99
5,450 3.75% -0.99
5,400 8.78% -0.98
5,350 8.33% -0.98
5,300 8.53% -0.97
5,250 8.54% -0.97
5,200 8.46% -0.96
5,150 8.38% -0.94
5,100 8.30% -0.93
5,050 8.23% -0.91
5,000 8.26% -0.88
4,950 8.35% -0.84
4,900 8.18% -0.81
4,850 8.32% -0.76
4,800 8.22% -0.71
4,750 8.21% -0.65
4,700 8.22% -0.59
*4,650 8.23% -0.52
4,600 8.25% -0.45
4,550 8.17% -0.38
4,500 8.24% -0.32
4,450 8.18% -0.26
4,400 8.25% -0.20
4,350 8.19% -0.15
4,300 8.43% -0.12
4,250 8.32% -0.08
4,200 8.53% -0.06
4,150 8.47% -0.04
4,100 8.66% -0.03
4,050 8.33% -0.01
4,000 9.01% -0.01
3,950 8.88% 0.00
3,900 9.49% 0.00
3,850 10.12% 0.00
3,800 10.75% 0.00
3,750 11.39% 0.00
3,700 12.04% 0.00
3,650 12.70% 0.00
3,600 13.37% 0.00
3,550 14.05% 0.00
3,500 14.74% 0.00
3,450 15.44% 0.00
Aug 2018 5,700 7.50% -0.99
5,650 3.75% -1.00
5,600 3.75% -0.99
5,550 3.75% -0.99
5,500 8.54% -0.98
5,450 8.15% -0.98
5,400 8.42% -0.98
5,350 7.98% -0.98
5,300 8.44% -0.96
5,250 8.21% -0.95
5,200 8.14% -0.94
5,150 8.30% -0.92
5,100 8.28% -0.90
5,050 8.18% -0.88
5,000 8.31% -0.85
4,950 8.17% -0.82
4,900 8.20% -0.78
4,850 8.22% -0.73
4,800 8.15% -0.68
4,750 8.29% -0.63
4,700 8.16% -0.57
*4,650 8.18% -0.51
4,600 8.20% -0.45
4,550 8.20% -0.39
4,500 8.34% -0.34
4,450 8.22% -0.28
4,400 8.23% -0.23
4,350 8.27% -0.19
4,300 8.22% -0.14
4,250 8.34% -0.11
4,200 8.25% -0.08
4,150 8.45% -0.06
4,100 8.39% -0.04
4,050 8.56% -0.03
4,000 8.45% -0.02
3,950 8.54% -0.01
3,900 8.36% 0.00
3,850 8.91% 0.00
3,800 9.47% 0.00
3,750 10.03% 0.00
3,700 10.60% 0.00
3,650 11.18% 0.00
3,600 11.77% 0.00
Oct 2018 5,650 3.75% -0.99
5,600 3.75% -0.99
5,550 8.17% -0.98
5,500 7.82% -0.98
5,450 8.10% -0.98
5,400 8.11% -0.97
5,350 8.12% -0.96
5,300 8.18% -0.95
5,250 8.12% -0.94
5,200 8.27% -0.92
5,150 8.26% -0.90
5,100 8.17% -0.88
5,050 8.33% -0.85
5,000 8.17% -0.83
4,950 8.21% -0.79
4,900 8.33% -0.75
4,850 8.16% -0.71
4,800 8.17% -0.67
4,750 8.26% -0.62
4,700 8.17% -0.57
*4,650 8.19% -0.51
4,600 8.24% -0.46
4,550 8.19% -0.40
4,500 8.25% -0.35
4,450 8.21% -0.30
4,400 8.23% -0.25
4,350 8.35% -0.21
4,300 8.22% -0.17
4,250 8.27% -0.13
4,200 8.26% -0.10
4,150 8.31% -0.08
4,100 8.50% -0.06
4,050 8.22% -0.04
4,000 8.38% -0.03
3,950 8.69% -0.02
3,900 8.29% -0.01
3,850 8.86% -0.01
3,800 8.58% 0.00
3,750 9.09% 0.00
3,700 9.61% 0.00
3,650 10.14% 0.00

Notes


TOP