Option Index

Gold Options (Call)

Trade Date: Jul 23, 2018 Prices in yen / gram  
Month Strike Price IV Delta
Aug 2018 5,800 35.35% 0.00
5,750 34.35% 0.00
5,700 33.34% 0.00
5,650 32.32% 0.00
5,600 31.29% 0.00
5,550 30.25% 0.00
5,500 29.20% 0.00
5,450 28.14% 0.00
5,400 27.07% 0.00
5,350 26.00% 0.00
5,300 24.91% 0.00
5,250 23.81% 0.00
5,200 22.71% 0.01
5,150 21.59% 0.01
5,100 20.46% 0.01
5,050 19.32% 0.01
5,000 18.17% 0.01
4,950 17.00% 0.01
4,900 15.78% 0.01
4,850 14.42% 0.01
4,800 13.04% 0.01
4,750 11.65% 0.01
4,700 10.25% 0.02
4,650 8.83% 0.02
4,600 8.33% 0.04
4,550 7.35% 0.07
4,500 8.28% 0.19
4,450 8.21% 0.32
*4,400 7.73% 0.49
4,350 7.30% 0.68
4,300 8.72% 0.79
4,250 9.07% 0.88
4,200 9.23% 0.94
4,150 9.18% 0.97
4,100 10.81% 0.98
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
3,400 15.00% 0.99
Oct 2018 5,800 21.88% 0.00
5,750 21.26% 0.00
5,700 20.64% 0.00
5,650 20.01% 0.00
5,600 19.37% 0.00
5,550 18.73% 0.00
5,500 18.09% 0.00
5,450 17.44% 0.00
5,400 16.78% 0.00
5,350 16.12% 0.00
5,300 15.45% 0.00
5,250 14.77% 0.00
5,200 14.09% 0.01
5,150 13.40% 0.01
5,100 12.71% 0.01
5,050 12.01% 0.01
5,000 11.30% 0.01
4,950 10.58% 0.01
4,900 9.84% 0.01
4,850 9.00% 0.01
4,800 8.16% 0.01
4,750 7.30% 0.01
4,700 7.28% 0.03
4,650 7.14% 0.05
4,600 6.93% 0.09
4,550 5.97% 0.12
4,500 6.77% 0.24
4,450 6.86% 0.35
*4,400 6.68% 0.48
4,350 6.59% 0.61
4,300 6.95% 0.72
4,250 6.91% 0.82
4,200 7.00% 0.89
4,150 7.13% 0.94
4,100 7.39% 0.96
4,050 7.56% 0.98
4,000 8.59% 0.98
3,950 3.75% 0.99
3,900 3.75% 1.00
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
Dec 2018 5,800 17.34% 0.00
5,750 16.85% 0.00
5,700 16.35% 0.00
5,650 15.86% 0.00
5,600 15.35% 0.00
5,550 14.85% 0.00
5,500 14.33% 0.00
5,450 13.82% 0.00
5,400 13.30% 0.00
5,350 12.77% 0.00
5,300 12.24% 0.00
5,250 11.70% 0.00
5,200 11.16% 0.01
5,150 10.62% 0.01
5,100 10.07% 0.01
5,050 9.51% 0.01
5,000 8.95% 0.01
4,950 8.38% 0.01
4,900 8.45% 0.02
4,850 8.45% 0.03
4,800 8.34% 0.05
4,750 8.48% 0.07
4,700 8.33% 0.10
4,650 8.29% 0.14
4,600 8.20% 0.19
4,550 8.28% 0.26
4,500 8.27% 0.33
4,450 8.20% 0.41
*4,400 8.30% 0.49
4,350 8.23% 0.58
4,300 8.33% 0.66
4,250 8.24% 0.74
4,200 8.28% 0.80
4,150 8.34% 0.86
4,100 8.35% 0.90
4,050 8.26% 0.94
4,000 8.49% 0.95
3,950 8.41% 0.97
3,900 8.51% 0.98
3,850 9.36% 0.98
3,800 3.75% 1.00
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
3,400 7.50% 0.99
Feb 2019 5,650 13.34% 0.00
5,600 12.92% 0.00
5,550 12.50% 0.00
5,500 12.07% 0.00
5,450 11.63% 0.00
5,400 11.20% 0.00
5,350 10.76% 0.00
5,300 10.31% 0.00
5,250 9.86% 0.00
5,200 9.41% 0.01
5,150 8.95% 0.01
5,100 8.49% 0.01
5,050 8.77% 0.02
5,000 8.78% 0.02
4,950 8.71% 0.03
4,900 8.35% 0.04
4,850 8.26% 0.06
4,800 8.44% 0.08
4,750 8.32% 0.11
4,700 8.43% 0.15
4,650 8.25% 0.18
4,600 8.40% 0.24
4,550 8.25% 0.29
4,500 8.33% 0.35
4,450 8.23% 0.42
*4,400 8.32% 0.49
4,350 8.25% 0.56
4,300 8.25% 0.63
4,250 8.26% 0.70
4,200 8.28% 0.76
4,150 8.28% 0.81
4,100 8.33% 0.86
4,050 8.19% 0.90
4,000 8.42% 0.92
3,950 8.47% 0.95
3,900 8.34% 0.96
3,850 8.44% 0.97
3,800 8.53% 0.98
3,750 9.20% 0.98
3,700 3.75% 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
3,400 7.50% 0.99
Apr 2019 5,650 11.80% 0.00
5,600 11.43% 0.00
5,550 11.05% 0.00
5,500 10.67% 0.00
5,450 10.29% 0.00
5,400 9.90% 0.00
5,350 9.51% 0.00
5,300 9.12% 0.00
5,250 8.72% 0.00
5,200 8.32% 0.01
5,150 8.68% 0.01
5,100 8.69% 0.02
5,050 8.71% 0.03
5,000 8.48% 0.04
4,950 8.41% 0.05
4,900 8.34% 0.06
4,850 8.26% 0.08
4,800 8.30% 0.11
4,750 8.35% 0.14
4,700 8.20% 0.17
4,650 8.24% 0.22
4,600 8.23% 0.26
4,550 8.16% 0.31
4,500 8.27% 0.37
4,450 8.16% 0.43
*4,400 8.24% 0.50
4,350 8.17% 0.56
4,300 8.24% 0.62
4,250 8.21% 0.68
4,200 8.23% 0.74
4,150 8.29% 0.79
4,100 8.24% 0.84
4,050 8.38% 0.87
4,000 8.28% 0.90
3,950 8.33% 0.93
3,900 8.26% 0.95
3,850 8.45% 0.96
3,800 8.17% 0.98
3,750 8.21% 0.98
3,700 8.81% 0.98
3,650 3.75% 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
3,400 7.50% 0.99
Jun 2019 5,500 9.65% 0.00
5,450 9.30% 0.00
5,400 8.95% 0.00
5,350 8.60% 0.00
5,300 9.10% 0.01
5,250 8.69% 0.01
5,200 8.70% 0.02
5,150 8.29% 0.02
5,100 8.30% 0.03
5,050 8.40% 0.04
5,000 8.34% 0.05
4,950 8.28% 0.07
4,900 8.34% 0.09
4,850 8.26% 0.11
4,800 8.30% 0.13
4,750 8.27% 0.16
4,700 8.22% 0.20
4,650 8.35% 0.24
4,600 8.22% 0.28
4,550 8.23% 0.33
4,500 8.24% 0.39
4,450 8.15% 0.44
*4,400 8.23% 0.50
4,350 8.19% 0.56
4,300 8.20% 0.61
4,250 8.26% 0.67
4,200 8.14% 0.72
4,150 8.23% 0.77
4,100 8.22% 0.81
4,050 8.18% 0.85
4,000 8.28% 0.88
3,950 8.19% 0.91
3,900 8.39% 0.93
3,850 8.34% 0.95
3,800 8.26% 0.96
3,750 8.46% 0.97
3,700 7.97% 0.98
3,650 8.52% 0.98
3,600 3.75% 0.99
3,550 7.50% 0.99
3,500 7.50% 0.99
3,450 0.01% 1.00
3,400 0.01% 1.00

Gold Options (Put)

Trade Date: Jul 23, 2018 Prices in yen / gram  
Month Strike Price IV Delta
Aug 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 15.00% -0.99
5,250 15.00% -0.99
5,200 15.00% -0.99
5,150 7.50% -1.00
5,100 7.50% -1.00
5,050 7.50% -0.99
5,000 7.50% -0.99
4,950 7.50% -0.99
4,900 7.50% -0.99
4,850 7.50% -0.99
4,800 7.50% -0.99
4,750 11.68% -0.98
4,700 3.75% -0.99
4,650 3.75% -0.99
4,600 7.41% -0.97
4,550 10.39% -0.84
4,500 10.36% -0.75
4,450 9.87% -0.64
*4,400 9.56% -0.50
4,350 9.40% -0.35
4,300 8.72% -0.20
4,250 9.07% -0.11
4,200 9.22% -0.05
4,150 9.16% -0.02
4,100 10.79% -0.01
4,050 12.43% -0.01
4,000 14.10% -0.01
3,950 15.78% -0.01
3,900 17.49% -0.01
3,850 19.11% -0.01
3,800 20.66% -0.01
3,750 22.24% -0.01
3,700 23.84% 0.00
3,650 25.46% 0.00
3,600 27.10% 0.00
3,550 28.77% 0.00
3,500 30.46% 0.00
3,450 32.17% 0.00
3,400 33.91% 0.00
Oct 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% -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 7.50% -0.99
5,100 7.50% -0.99
5,050 7.50% -0.99
5,000 7.50% -0.99
4,950 3.75% -1.00
4,900 3.75% -0.99
4,850 3.75% -0.99
4,800 8.20% -0.98
4,750 7.34% -0.98
4,700 7.32% -0.96
4,650 7.16% -0.93
4,600 6.94% -0.90
4,550 8.60% -0.78
4,500 7.41% -0.73
4,450 7.36% -0.63
*4,400 7.24% -0.51
4,350 7.15% -0.39
4,300 6.94% -0.27
4,250 6.91% -0.17
4,200 6.99% -0.10
4,150 7.12% -0.05
4,100 7.37% -0.03
4,050 7.52% -0.01
4,000 8.55% -0.01
3,950 9.58% -0.01
3,900 10.63% -0.01
3,850 11.65% -0.01
3,800 12.61% -0.01
3,750 13.58% -0.01
3,700 14.56% 0.00
3,650 15.56% 0.00
3,600 16.57% 0.00
3,550 17.59% 0.00
3,500 18.64% 0.00
3,450 19.69% 0.00
3,400 20.76% 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 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 3.75% -0.99
5,000 9.10% -0.98
4,950 8.51% -0.98
4,900 8.51% -0.97
4,850 8.49% -0.96
4,800 8.37% -0.94
4,750 8.50% -0.91
4,700 8.34% -0.89
4,650 8.30% -0.85
4,600 8.21% -0.80
4,550 8.29% -0.73
4,500 8.27% -0.66
4,450 8.20% -0.58
*4,400 8.30% -0.50
4,350 8.23% -0.41
4,300 8.33% -0.33
4,250 8.23% -0.25
4,200 8.27% -0.19
4,150 8.33% -0.13
4,100 8.34% -0.09
4,050 8.60% -0.06
4,000 8.45% -0.04
3,950 8.35% -0.02
3,900 8.45% -0.01
3,850 9.25% -0.01
3,800 10.01% -0.01
3,750 10.78% -0.01
3,700 11.56% 0.00
3,650 12.35% 0.00
3,600 13.15% 0.00
3,550 13.97% 0.00
3,500 14.79% 0.00
3,450 15.63% 0.00
3,400 16.48% 0.00
Feb 2019 5,650 0.01% -1.00
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% -0.99
5,150 3.75% -0.99
5,100 8.70% -0.98
5,050 8.22% -0.98
5,000 8.32% -0.97
4,950 8.33% -0.96
4,900 8.39% -0.95
4,850 8.30% -0.93
4,800 8.30% -0.91
4,750 8.34% -0.88
4,700 8.33% -0.85
4,650 8.26% -0.81
4,600 8.30% -0.76
4,550 8.26% -0.70
4,500 8.33% -0.64
4,450 8.23% -0.57
*4,400 8.32% -0.50
4,350 8.25% -0.43
4,300 8.32% -0.36
4,250 8.26% -0.29
4,200 8.27% -0.23
4,150 8.27% -0.18
4,100 8.32% -0.13
4,050 8.35% -0.09
4,000 8.40% -0.07
3,950 8.43% -0.04
3,900 8.62% -0.03
3,850 8.35% -0.01
3,800 9.07% -0.01
3,750 8.98% -0.01
3,700 9.63% 0.00
3,650 10.30% 0.00
3,600 10.97% 0.00
3,550 11.65% 0.00
3,500 12.34% 0.00
3,450 13.04% 0.00
3,400 13.76% 0.00
Apr 2019 5,650 0.01% -1.00
5,600 0.01% -1.00
5,550 0.01% -1.00
5,500 0.01% -1.00
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 3.75% -0.99
5,200 8.57% -0.98
5,150 8.15% -0.98
5,100 8.33% -0.97
5,050 8.34% -0.97
5,000 8.30% -0.96
4,950 8.23% -0.95
4,900 8.40% -0.92
4,850 8.29% -0.91
4,800 8.19% -0.88
4,750 8.36% -0.85
4,700 8.21% -0.82
4,650 8.25% -0.77
4,600 8.24% -0.73
4,550 8.17% -0.67
4,500 8.27% -0.62
4,450 8.16% -0.56
*4,400 8.24% -0.49
4,350 8.16% -0.43
4,300 8.24% -0.37
4,250 8.21% -0.31
4,200 8.23% -0.25
4,150 8.28% -0.20
4,100 8.23% -0.15
4,050 8.36% -0.12
4,000 8.25% -0.09
3,950 8.46% -0.06
3,900 8.21% -0.04
3,850 8.39% -0.03
3,800 8.61% -0.02
3,750 8.70% -0.01
3,700 8.55% 0.00
3,650 9.14% 0.00
3,600 9.74% 0.00
3,550 10.34% 0.00
3,500 10.95% 0.00
3,450 11.57% 0.00
3,400 12.20% 0.00
Jun 2019 5,500 0.01% -1.00
5,450 7.50% -0.99
5,400 3.75% -0.99
5,350 3.75% -0.99
5,300 3.75% -0.99
5,250 8.18% -0.98
5,200 8.41% -0.98
5,150 7.99% -0.97
5,100 8.44% -0.96
5,050 8.25% -0.95
5,000 8.19% -0.94
4,950 8.34% -0.92
4,900 8.25% -0.91
4,850 8.16% -0.89
4,800 8.33% -0.85
4,750 8.20% -0.83
4,700 8.15% -0.79
4,650 8.28% -0.75
4,600 8.16% -0.71
4,550 8.17% -0.66
4,500 8.25% -0.60
4,450 8.15% -0.55
*4,400 8.23% -0.49
4,350 8.19% -0.43
4,300 8.20% -0.38
4,250 8.25% -0.32
4,200 8.20% -0.27
4,150 8.29% -0.22
4,100 8.21% -0.18
4,050 8.26% -0.14
4,000 8.25% -0.11
3,950 8.30% -0.08
3,900 8.35% -0.06
3,850 8.28% -0.04
3,800 8.44% -0.03
3,750 8.32% -0.02
3,700 8.41% -0.01
3,650 9.01% -0.01
3,600 8.75% 0.00
3,550 9.30% 0.00
3,500 9.85% 0.00
3,450 10.41% 0.00
3,400 10.98% 0.00

Notes


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