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LME Final Options Evening Evaluations Report

This report contains the final volatilities that the LCH, in consultation with the LME, propose to use for margin calculation purposes. These figures are final and cannot be challenged. The report is published around 19:30.

The report is similar to the provisional report. Data is available for the eight metals. Click the icon to expand the data for the required metal. Data is split by normal options, TAPOS or all options, and shows the option month, strike and volatility, plus closing premium by Call and Put.

To view historical data, use the calendar control to navigate to the required business day, or enter the date directly using the text boxes provided, and click the button.

The report can be printed by using the Print Report>> link.