GOLD
Gold
Historical option data for GOLD
22 Sep 2025 07:59 PM IST
| GOLD 31OCT2025 105000 CE | ||||||||||||||||
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Delta: 0.95
Vega: 38.84
Theta: -6.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 111510.00 | 7600 | 1679 | 13.02 | 4 | 4 | 15 | |||||||||
| 21 Sept | 109900.00 | 6000 | 79 | 7.91 | 5 | 2 | 11 | |||||||||
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| 18 Sept | 109639.00 | 6000 | -169 | 12.90 | 7 | 6 | 10 | |||||||||
| 14 Sept | 109356.00 | 5623 | -0.5 | 0.00 | 2 | 1 | 0 | |||||||||
For Gold - strike price 105000 expiring on 31OCT2025
Delta for 105000 CE is 0.95
Historical price for 105000 CE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 7600, which was 1679 higher than the previous day. The implied volatity was 13.02, the open interest changed by 4 which increased total open position to 15
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 6000, which was 79 higher than the previous day. The implied volatity was 7.91, the open interest changed by 2 which increased total open position to 11
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 6000, which was -169 lower than the previous day. The implied volatity was 12.90, the open interest changed by 6 which increased total open position to 10
On 14 Sept GOLD was trading at 109356.00. The strike last trading price was 5623, which was -0.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| GOLD 31OCT2025 105000 PE | |||||||
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Delta: -0.09
Vega: 58.86
Theta: -11.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 111510.00 | 241 | -145 | 15.79 | 402 | 81 | 422 |
| 21 Sept | 109900.00 | 380 | -6 | 14.89 | 273 | 105 | 341 |
| 18 Sept | 109639.00 | 488 | -22 | 15.50 | 123 | 25 | 219 |
| 14 Sept | 109356.00 | 611 | 13.5 | 15.28 | 52 | 28 | 107 |
For Gold - strike price 105000 expiring on 31OCT2025
Delta for 105000 PE is -0.09
Historical price for 105000 PE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 241, which was -145 lower than the previous day. The implied volatity was 15.79, the open interest changed by 81 which increased total open position to 422
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 380, which was -6 lower than the previous day. The implied volatity was 14.89, the open interest changed by 105 which increased total open position to 341
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 488, which was -22 lower than the previous day. The implied volatity was 15.50, the open interest changed by 25 which increased total open position to 219
On 14 Sept GOLD was trading at 109356.00. The strike last trading price was 611, which was 13.5 higher than the previous day. The implied volatity was 15.28, the open interest changed by 28 which increased total open position to 107
