Monday, January 09, 2012
ATM OPTION VOLATILITY INDICATIONS
Copper Aluminium Zinc Nickel Lead
Indic. Val. Indic. Val. Indic. Val. Indic. Val. Indic. Val.
Feb-12 32.5/34.5 34.34 23.5/25 24.80 33/35 35.94 36.5/38.5 38.23 36/38 37.32
Mar-12 34/35.5 35.48 24/25.5 25.23 34.5/36.5 36.92 37/38.5 38.73 37/39 38.39
Apr-12 34.5/36 35.92 24/25.5 25.42 35/37 37.08 37.5/39 38.74 37.5/39.5 38.53
May-12 35/36.5 36.25 24.5/25.5 25.52 35/37 37.07 37.5/39 38.62 38/40 38.47
Jun-12 35/36.5 36.49 24.75/25.75 25.51 35.5/37.5 36.95 37.5/39 38.42 38/40 38.40
Avg 2012 35.5/37 36.12 24.5/25.5 25.22 36/38 36.50 37/39 38.08 37.5/39.5 37.96
Avg 2013 34.5/36 35.90 23.25/24.25 24.11 34/36 34.73 35.5/37 36.35
Dec-12 35.5/37 36.80 24/25 24.88 35/36.5 35.76 36.5/38 37.25 37/38.5 37.40
Dec-13 34/35.5 35.21 22.75/23.75 23.65 33/35 34.12 35/37 35.82
Dec-14 33.5/34.5 34.19 22/23 22.64
Dec-15 32.5/33.5 33.41 21.25/22.25 21.79
Dec-16 32/33 32.69 21/22 21.35
Please call direct on +44 1206 814940
**Please note the Vals listed above are for ATM options**
Mark Langran / Jim Kelland / Bruce Martin / Elliott Gold
Visit our website: www.delphi-derivatives.com
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E&OE.
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