GOLD
Gold
Historical option data for GOLD
24 Jul 2025 11:09 PM IST
| GOLD 29AUG2025 101000 CE | ||||||||||||||||
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Delta: 0.39
Vega: 120.53
Theta: -23.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 98744.00 | 1168.5 | -282.5 | 13.89 | 89 | 23 | 70 | |||||||||
For Gold - strike price 101000 expiring on 29AUG2025
Delta for 101000 CE is 0.39
Historical price for 101000 CE is as follows
On 24 Jul GOLD was trading at 98744.00. The strike last trading price was 1168.5, which was -282.5 lower than the previous day. The implied volatity was 13.89, the open interest changed by 23 which increased total open position to 70
| GOLD 29AUG2025 101000 PE | |||||||
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Delta: -0.60
Vega: 121.13
Theta: -24.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 98744.00 | 2594.5 | 512 | 14.72 | 19 | -2 | 9 |
For Gold - strike price 101000 expiring on 29AUG2025
Delta for 101000 PE is -0.60
Historical price for 101000 PE is as follows
On 24 Jul GOLD was trading at 98744.00. The strike last trading price was 2594.5, which was 512 higher than the previous day. The implied volatity was 14.72, the open interest changed by -2 which decreased total open position to 9
