GOLD
Gold
Historical option data for GOLD
22 Sep 2025 07:59 PM IST
| GOLD 31OCT2025 106000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.88
Vega: 75.04
Theta: -15.18
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 111510.00 | 6860 | 1810 | 15.93 | 3 | 3 | 6 | |||||||||
| 21 Sept | 109900.00 | 5200 | 150 | 11.08 | 3 | 3 | 3 | |||||||||
| 18 Sept | 109639.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 109356.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Gold - strike price 106000 expiring on 31OCT2025
Delta for 106000 CE is 0.88
Historical price for 106000 CE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 6860, which was 1810 higher than the previous day. The implied volatity was 15.93, the open interest changed by 3 which increased total open position to 6
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 5200, which was 150 higher than the previous day. The implied volatity was 11.08, the open interest changed by 3 which increased total open position to 3
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept GOLD was trading at 109356.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| GOLD 31OCT2025 106000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 70.16
Theta: -13.50
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 111510.00 | 309 | -174.5 | 15.16 | 84 | 21 | 143 |
| 21 Sept | 109900.00 | 471 | -12.5 | 14.12 | 96 | 65 | 122 |
| 18 Sept | 109639.00 | 646.5 | 13 | 15.19 | 48 | 17 | 56 |
| 14 Sept | 109356.00 | 999 | 51 | 0.00 | 5 | 11 | 0 |
For Gold - strike price 106000 expiring on 31OCT2025
Delta for 106000 PE is -0.11
Historical price for 106000 PE is as follows
On 22 Sept GOLD was trading at 111510.00. The strike last trading price was 309, which was -174.5 lower than the previous day. The implied volatity was 15.16, the open interest changed by 21 which increased total open position to 143
On 21 Sept GOLD was trading at 109900.00. The strike last trading price was 471, which was -12.5 lower than the previous day. The implied volatity was 14.12, the open interest changed by 65 which increased total open position to 122
On 18 Sept GOLD was trading at 109639.00. The strike last trading price was 646.5, which was 13 higher than the previous day. The implied volatity was 15.19, the open interest changed by 17 which increased total open position to 56
On 14 Sept GOLD was trading at 109356.00. The strike last trading price was 999, which was 51 higher than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
