Option Index

Gold Options (Call)

Trade Date: May 25, 2018 Prices in yen / gram  
Month Strike Price IV Delta
Jun 2018 5,800 32.36% 0.00
5,750 31.30% 0.00
5,700 30.22% 0.00
5,650 29.14% 0.00
5,600 28.05% 0.00
5,550 26.95% 0.00
5,500 25.84% 0.00
5,450 24.71% 0.00
5,400 23.58% 0.01
5,350 22.44% 0.01
5,300 21.29% 0.01
5,250 20.12% 0.01
5,200 18.95% 0.01
5,150 17.76% 0.01
5,100 16.56% 0.01
5,050 15.18% 0.01
5,000 13.78% 0.01
4,950 12.37% 0.01
4,900 10.94% 0.01
4,850 9.50% 0.02
4,800 8.04% 0.02
4,750 6.57% 0.03
4,700 5.64% 0.06
4,650 6.53% 0.22
4,600 6.61% 0.41
*4,550 7.07% 0.62
4,500 8.46% 0.76
4,450 8.07% 0.88
4,400 8.02% 0.95
4,350 8.78% 0.97
4,300 3.75% 0.99
4,250 3.75% 1.00
4,200 7.50% 0.99
4,150 7.50% 0.99
4,100 7.50% 0.99
4,050 7.50% 0.99
4,000 7.50% 1.00
3,950 7.50% 1.00
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
Aug 2018 5,800 18.67% 0.00
5,750 18.05% 0.00
5,700 17.43% 0.00
5,650 16.80% 0.00
5,600 16.17% 0.00
5,550 15.53% 0.00
5,500 14.88% 0.00
5,450 14.23% 0.00
5,400 13.57% 0.01
5,350 12.91% 0.01
5,300 12.24% 0.01
5,250 11.56% 0.01
5,200 10.88% 0.01
5,150 10.19% 0.01
5,100 9.49% 0.01
5,050 8.68% 0.01
5,000 7.87% 0.01
4,950 7.86% 0.03
4,900 7.46% 0.04
4,850 7.31% 0.07
4,800 7.42% 0.12
4,750 7.21% 0.17
4,700 7.93% 0.28
4,650 7.71% 0.37
4,600 7.72% 0.48
*4,550 7.79% 0.59
4,500 8.03% 0.68
4,450 7.34% 0.79
4,400 7.36% 0.87
4,350 7.40% 0.92
4,300 7.43% 0.95
4,250 8.04% 0.97
4,200 8.15% 0.98
4,150 9.14% 0.98
4,100 3.75% 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% 0.99
3,650 7.50% 0.99
3,600 7.50% 1.00
3,550 15.00% 0.99
3,500 15.00% 0.99
3,450 15.00% 0.99
Oct 2018 5,800 14.66% 0.00
5,750 14.18% 0.00
5,700 13.69% 0.00
5,650 13.19% 0.00
5,600 12.70% 0.00
5,550 12.19% 0.00
5,500 11.69% 0.00
5,450 11.18% 0.00
5,400 10.66% 0.01
5,350 10.14% 0.01
5,300 9.61% 0.01
5,250 9.08% 0.01
5,200 8.55% 0.01
5,150 8.70% 0.02
5,100 8.70% 0.03
5,050 8.40% 0.04
5,000 8.30% 0.05
4,950 8.30% 0.08
4,900 8.34% 0.11
4,850 8.32% 0.15
4,800 8.24% 0.20
4,750 8.25% 0.26
4,700 8.24% 0.33
4,650 8.17% 0.41
4,600 8.26% 0.49
*4,550 8.16% 0.57
4,500 8.33% 0.65
4,450 8.18% 0.72
4,400 8.26% 0.79
4,350 8.19% 0.84
4,300 8.22% 0.89
4,250 8.27% 0.92
4,200 8.30% 0.95
4,150 8.51% 0.96
4,100 8.69% 0.97
4,050 8.79% 0.98
4,000 9.58% 0.98
3,950 3.75% 1.00
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
Dec 2018 5,800 12.60% 0.00
5,750 12.18% 0.00
5,700 11.76% 0.00
5,650 11.34% 0.00
5,600 10.91% 0.00
5,550 10.48% 0.00
5,500 10.05% 0.00
5,450 9.61% 0.00
5,400 9.17% 0.01
5,350 8.72% 0.01
5,300 9.07% 0.01
5,250 8.55% 0.01
5,200 8.55% 0.02
5,150 8.49% 0.03
5,100 8.41% 0.05
5,050 8.32% 0.06
5,000 8.23% 0.08
4,950 8.28% 0.11
4,900 8.33% 0.15
4,850 8.27% 0.19
4,800 8.30% 0.24
4,750 8.23% 0.29
4,700 8.30% 0.35
4,650 8.20% 0.42
4,600 8.22% 0.49
*4,550 8.18% 0.56
4,500 8.26% 0.63
4,450 8.17% 0.69
4,400 8.27% 0.75
4,350 8.28% 0.80
4,300 8.22% 0.85
4,250 8.21% 0.89
4,200 8.26% 0.92
4,150 8.43% 0.94
4,100 8.33% 0.96
4,050 8.11% 0.97
4,000 8.19% 0.98
3,950 8.85% 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
Feb 2019 5,650 9.98% 0.00
5,600 9.61% 0.00
5,550 9.23% 0.00
5,500 8.85% 0.00
5,450 8.47% 0.00
5,400 8.89% 0.01
5,350 8.45% 0.01
5,300 8.46% 0.02
5,250 8.47% 0.03
5,200 8.50% 0.04
5,150 8.44% 0.05
5,100 8.37% 0.07
5,050 8.35% 0.09
5,000 8.25% 0.11
4,950 8.37% 0.15
4,900 8.23% 0.18
4,850 8.27% 0.22
4,800 8.26% 0.26
4,750 8.19% 0.31
4,700 8.34% 0.37
4,650 8.24% 0.43
4,600 8.26% 0.49
*4,550 8.22% 0.55
4,500 8.23% 0.61
4,450 8.29% 0.66
4,400 8.23% 0.72
4,350 8.33% 0.77
4,300 8.28% 0.82
4,250 8.33% 0.85
4,200 8.35% 0.89
4,150 8.25% 0.92
4,100 8.28% 0.94
4,050 8.19% 0.96
4,000 8.21% 0.97
3,950 8.30% 0.98
3,900 8.31% 0.98
3,850 8.88% 0.98
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 0.01% 1.00
3,500 0.01% 1.00
3,450 0.01% 1.00
Apr 2019 5,650 9.07% 0.00
5,600 8.73% 0.00
5,550 8.38% 0.00
5,500 8.87% 0.01
5,450 8.48% 0.01
5,400 8.49% 0.02
5,350 8.50% 0.03
5,300 8.47% 0.03
5,250 8.41% 0.04
5,200 8.35% 0.06
5,150 8.30% 0.07
5,100 8.29% 0.09
5,050 8.20% 0.11
5,000 8.37% 0.14
4,950 8.27% 0.17
4,900 8.23% 0.20
4,850 8.35% 0.24
4,800 8.23% 0.28
4,750 8.23% 0.33
4,700 8.28% 0.38
4,650 8.19% 0.43
4,600 8.21% 0.49
*4,550 8.25% 0.54
4,500 8.20% 0.60
4,450 8.27% 0.65
4,400 8.19% 0.70
4,350 8.22% 0.75
4,300 8.21% 0.80
4,250 8.17% 0.84
4,200 8.31% 0.87
4,150 8.16% 0.90
4,100 8.21% 0.92
4,050 8.38% 0.94
4,000 8.31% 0.95
3,950 8.47% 0.96
3,900 8.11% 0.98
3,850 8.09% 0.98
3,800 8.63% 0.98
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: May 25, 2018 Prices in yen / gram  
Month Strike Price IV Delta
Jun 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 15.00% -0.99
5,550 15.00% -0.99
5,500 15.00% -0.99
5,450 15.00% -0.99
5,400 15.00% -0.99
5,350 15.00% -0.99
5,300 7.50% -1.00
5,250 7.50% -1.00
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 7.50% -0.99
4,950 7.50% -0.99
4,900 3.75% -1.00
4,850 3.75% -0.99
4,800 8.05% -0.97
4,750 6.58% -0.96
4,700 5.65% -0.93
4,650 0.94% -0.99
4,600 4.38% -0.62
*4,550 5.08% -0.32
4,500 5.46% -0.13
4,450 8.90% -0.13
4,400 8.75% -0.05
4,350 8.76% -0.02
4,300 10.40% -0.01
4,250 12.07% -0.01
4,200 13.75% -0.01
4,150 15.45% -0.01
4,100 17.17% -0.01
4,050 18.87% -0.01
4,000 20.44% -0.01
3,950 22.03% -0.01
3,900 23.64% 0.00
3,850 25.26% 0.00
3,800 26.91% 0.00
3,750 28.59% 0.00
3,700 30.28% 0.00
3,650 32.00% 0.00
3,600 33.74% 0.00
3,550 35.51% 0.00
3,500 37.30% 0.00
3,450 39.12% 0.00
Aug 2018 5,800 7.50% -1.00
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 7.50% -0.99
5,200 7.50% -0.99
5,150 3.75% -1.00
5,100 3.75% -0.99
5,050 8.73% -0.98
5,000 7.91% -0.98
4,950 7.90% -0.96
4,900 7.48% -0.95
4,850 7.33% -0.92
4,800 7.19% -0.88
4,750 7.21% -0.82
4,700 8.05% -0.71
4,650 6.42% -0.65
4,600 6.64% -0.52
*4,550 6.81% -0.39
4,500 6.78% -0.28
4,450 7.33% -0.20
4,400 7.35% -0.12
4,350 7.39% -0.07
4,300 7.41% -0.04
4,250 8.00% -0.02
4,200 8.10% -0.01
4,150 9.09% -0.01
4,100 10.09% -0.01
4,050 11.06% -0.01
4,000 11.97% -0.01
3,950 12.89% -0.01
3,900 13.82% 0.00
3,850 14.77% 0.00
3,800 15.73% 0.00
3,750 16.70% 0.00
3,700 17.68% 0.00
3,650 18.68% 0.00
3,600 19.69% 0.00
3,550 20.71% 0.00
3,500 21.75% 0.00
3,450 22.81% 0.00
Oct 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 3.75% -0.99
5,250 9.26% -0.98
5,200 8.71% -0.98
5,150 8.77% -0.97
5,100 8.14% -0.97
5,050 8.44% -0.95
5,000 8.33% -0.94
4,950 8.32% -0.91
4,900 8.18% -0.88
4,850 8.33% -0.84
4,800 8.25% -0.79
4,750 8.26% -0.73
4,700 8.24% -0.66
4,650 8.17% -0.58
4,600 8.26% -0.50
*4,550 8.16% -0.42
4,500 8.32% -0.34
4,450 8.17% -0.27
4,400 8.26% -0.20
4,350 8.31% -0.15
4,300 8.20% -0.10
4,250 8.45% -0.07
4,200 8.27% -0.04
4,150 8.48% -0.03
4,100 8.62% -0.02
4,050 8.69% -0.01
4,000 9.40% -0.01
3,950 10.12% -0.01
3,900 10.86% 0.00
3,850 11.60% 0.00
3,800 12.35% 0.00
3,750 13.11% 0.00
3,700 13.89% 0.00
3,650 14.67% 0.00
3,600 15.46% 0.00
3,550 16.27% 0.00
3,500 17.09% 0.00
3,450 17.91% 0.00
Dec 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% -0.99
5,350 8.95% -0.98
5,300 8.48% -0.98
5,250 8.65% -0.97
5,200 8.12% -0.97
5,150 8.54% -0.96
5,100 8.18% -0.95
5,050 8.37% -0.93
5,000 8.26% -0.91
4,950 8.30% -0.88
4,900 8.34% -0.84
4,850 8.17% -0.80
4,800 8.31% -0.75
4,750 8.15% -0.70
4,700 8.31% -0.64
4,650 8.21% -0.57
4,600 8.22% -0.50
*4,550 8.18% -0.43
4,500 8.25% -0.36
4,450 8.25% -0.30
4,400 8.27% -0.24
4,350 8.27% -0.19
4,300 8.32% -0.14
4,250 8.35% -0.10
4,200 8.40% -0.07
4,150 8.39% -0.05
4,100 8.28% -0.03
4,050 8.62% -0.02
4,000 8.71% -0.01
3,950 8.63% -0.01
3,900 9.26% 0.00
3,850 9.89% 0.00
3,800 10.54% 0.00
3,750 11.19% 0.00
3,700 11.85% 0.00
3,650 12.52% 0.00
3,600 13.20% 0.00
3,550 13.89% 0.00
3,500 14.59% 0.00
3,450 15.30% 0.00
Feb 2019 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 8.35% -0.98
5,350 8.57% -0.98
5,300 8.12% -0.97
5,250 8.12% -0.97
5,200 8.33% -0.95
5,150 8.26% -0.94
5,100 8.42% -0.92
5,050 8.24% -0.90
5,000 8.28% -0.88
4,950 8.39% -0.84
4,900 8.24% -0.81
4,850 8.28% -0.77
4,800 8.27% -0.73
4,750 8.20% -0.68
4,700 8.34% -0.62
4,650 8.24% -0.56
4,600 8.26% -0.50
*4,550 8.22% -0.44
4,500 8.22% -0.38
4,450 8.28% -0.33
4,400 8.23% -0.27
4,350 8.32% -0.22
4,300 8.26% -0.17
4,250 8.31% -0.14
4,200 8.32% -0.10
4,150 8.37% -0.08
4,100 8.48% -0.06
4,050 8.39% -0.04
4,000 8.57% -0.03
3,950 8.71% -0.02
3,900 8.80% -0.01
3,850 8.60% 0.00
3,800 9.17% 0.00
3,750 9.74% 0.00
3,700 10.32% 0.00
3,650 10.91% 0.00
3,600 11.50% 0.00
3,550 12.10% 0.00
3,500 12.72% 0.00
3,450 13.34% 0.00
Apr 2019 5,650 7.50% -0.99
5,600 3.75% -0.99
5,550 3.75% -0.99
5,500 8.35% -0.98
5,450 7.99% -0.98
5,400 8.22% -0.98
5,350 8.23% -0.97
5,300 8.24% -0.96
5,250 8.27% -0.95
5,200 8.21% -0.94
5,150 8.36% -0.92
5,100 8.20% -0.90
5,050 8.24% -0.88
5,000 8.28% -0.85
4,950 8.21% -0.82
4,900 8.16% -0.79
4,850 8.29% -0.75
4,800 8.17% -0.71
4,750 8.17% -0.66
4,700 8.28% -0.61
4,650 8.19% -0.56
4,600 8.21% -0.50
*4,550 8.25% -0.45
4,500 8.20% -0.39
4,450 8.26% -0.34
4,400 8.19% -0.29
4,350 8.21% -0.24
4,300 8.28% -0.20
4,250 8.24% -0.16
4,200 8.29% -0.12
4,150 8.26% -0.09
4,100 8.31% -0.07
4,050 8.32% -0.05
4,000 8.24% -0.03
3,950 8.37% -0.02
3,900 8.46% -0.02
3,850 8.54% -0.01
3,800 8.31% 0.00
3,750 8.83% 0.00
3,700 9.35% 0.00
3,650 9.88% 0.00
3,600 10.42% 0.00
3,550 10.97% 0.00

Notes


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