XAUT options expiring 9OCT26, 21 days out, with the forward at $4,387. Open interest is $0 in calls and $0 in puts, put/call 0.00, and max pain is $3,000. At-the-money implied volatility is 23.4%. Where a strike is listed on both venues the cheaper ask and richer bid are visible side by side; the arb scanner flags any gap that exceeds fees. Strikes shown are within 60% of the forward. All XAUT expiries.
| Strike | Call bid / ask | Put bid / ask | OI c / p |
|---|---|---|---|
| 3000 | – | – | 0 / 0 |
| 3500 | – | – | 0 / 0 |
| 4000 | $383 / $410 | $3.10 / $9.70 | 0 / 0 |
| 4100 | $292 / $315 | $10.90 / $17.20 | 0 / 0 |
| 4200 | $208 / $227 | $26.40 / $32.60 | 0 / 0 |
| 4300 | $141 / $149 | $55.90 / $60.80 | 0 / 0 |
| 4400 | $91.10 / $92.80 | $103 / $106 | 0 / 0 |
| 4500 | $52.00 / $55.80 | $162 / $171 | 0 / 0 |
| 4600 | $28.40 / $33.10 | $235 / $253 | 0 / 0 |
| 4800 | $6.50 / $13.10 | $412 / $438 | 0 / 0 |
| 5000 | – | $606 / $639 | 0 / 0 |
| 5500 | – | – | 0 / 0 |
| 6000 | – | – | 0 / 0 |
| 7000 | – | – | 0 / 0 |