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LME Provisional Options Evening Evaluations Report

This report, published at 17:40, contains the volatilities that the LCH, in consultation with the LME, propose to use for margin calculation purposes. Members of the exchange are a allowed to challenge these valuations.

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.

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.