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LMEprism is used to receive daily Option volatilities from members to assist the LME in the determination of the Closing Prices for Traded Options.

The submission window is open daily (business days) between 15:30-16:45 GMT.

LMEprism was launched on Monday 2 November 2015, replacing LMEcvrs.

 Read the LMEprism member announcement

New features

• Ability for the LME to omit individual submissions from LMEprism users rather than the whole curve
• Improved statistical reporting and retrieval of historic data
• Faster calculation algorithm
• Improved differentials and absolute values ‘wings’ analysis
• Improved objections publication with  full anonymous audit trail
• Late-submissions functionality
• Volatility reports now available via SFTP
• Charting by metal and delta
• New activity log to allow LME and in-house action tracking

 Access LMEprism reports from one of our licensed data distributors